+257.0%
BSX vs RMBS
+1,376.2%
-1,119.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -7.0% | +3.5% | -10.5% | -7.3% |
| 30D | -10.9% | -8.6% | -2.3% | -10.2% |
| 3M | -8.2% | -40.3% | +32.1% | -4.5% |
| 6M | -37.5% | -1.0% | -36.5% | -38.5% |
| YTD | -52.8% | -4.6% | -48.2% | -53.8% |
| 1Y | -58.4% | +17.6% | -76.0% | -60.4% |
| 3Y | -16.5% | +58.6% | -75.2% | -24.9% |
| 5Y | -1.0% | +270.9% | -271.9% | -18.7% |
| 10Y | +91.2% | +569.1% | -477.8% | +47.0% |
| All | +257.0% | +1,376.2% | -1,119.2% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling