-53.6%
BSX vs RMBS
-18.2%
-35.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.0% | +11.3% | +5.2% |
| 7D | +8.0% | -8.9% | +16.9% | +7.8% |
| 30D | +8.1% | -24.8% | +32.9% | +7.7% |
| 3M | -6.7% | -17.6% | +10.9% | -6.8% |
| 6M | -19.4% | -25.7% | +6.2% | -19.6% |
| YTD | -51.9% | -9.8% | -42.2% | -51.6% |
| 1Y | -53.6% | -17.4% | -36.3% | -53.5% |
| All | -53.6% | -18.2% | -35.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling