+199.0%
BSX vs RL
+1,536.1%
-1,337.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.9% |
| 7D | -1.0% | +2.4% | -3.3% | -1.5% |
| 30D | +2.1% | +4.6% | -2.5% | +1.0% |
| 3M | -14.0% | -1.1% | -12.9% | -13.9% |
| 6M | -18.3% | +16.5% | -34.8% | -21.6% |
| YTD | -53.6% | +11.4% | -65.1% | -55.4% |
| 1Y | -57.6% | +16.1% | -73.6% | -59.6% |
| 3Y | -14.3% | +252.6% | -266.9% | -39.0% |
| 5Y | +5.1% | +244.9% | -239.8% | -26.6% |
| 10Y | +105.6% | +342.4% | -236.8% | +26.0% |
| All | +199.0% | +1,536.1% | -1,337.1% | +32.7% |
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