-2.5%
BSX vs RMBS
+258.6%
-261.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.9% |
| 7D | -8.2% | +1.2% | -9.4% | -8.3% |
| 30D | -15.8% | -11.5% | -4.3% | -15.0% |
| 3M | -10.8% | -38.2% | +27.4% | -7.8% |
| 6M | -38.4% | -4.8% | -33.6% | -39.6% |
| YTD | -54.8% | -7.1% | -47.7% | -56.0% |
| 1Y | -59.0% | +10.7% | -69.7% | -61.5% |
| 3Y | -20.0% | +54.5% | -74.5% | -31.8% |
| All | -2.5% | +258.6% | -261.1% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling