+223.4%
BSX vs RL
+1,366.2%
-1,142.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | +2.0% | -0.8% | +2.9% | +2.2% |
| 30D | +0.1% | -7.8% | +7.9% | +2.0% |
| 3M | -2.1% | -4.0% | +1.8% | -1.5% |
| 6M | -33.8% | -1.9% | -31.9% | -34.2% |
| YTD | -49.9% | -0.2% | -49.7% | -50.5% |
| 1Y | -55.4% | +10.7% | -66.1% | -57.2% |
| 3Y | -10.9% | +210.8% | -221.6% | -34.7% |
| 5Y | +6.4% | +238.2% | -231.8% | -25.6% |
| 10Y | +97.0% | +313.4% | -216.3% | +22.6% |
| All | +223.4% | +1,366.2% | -1,142.8% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling