+7.6%
BSX vs RL
+243.0%
-235.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -1.5% | -4.4% | +2.9% | -0.6% |
| 30D | +2.9% | +5.6% | -2.6% | +1.8% |
| 3M | -11.8% | -0.6% | -11.2% | -11.8% |
| 6M | -15.4% | +15.5% | -30.9% | -18.3% |
| YTD | -52.7% | +12.3% | -65.0% | -54.3% |
| 1Y | -56.0% | +19.3% | -75.3% | -58.1% |
| 3Y | -12.5% | +255.5% | -268.0% | -38.3% |
| 5Y | +7.6% | +247.1% | -239.5% | -25.3% |
| All | +7.6% | +243.0% | -235.5% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling