-2.5%
BSX vs RNG
-68.3%
+65.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -4.1% |
| 7D | -8.2% | -9.6% | +1.4% | -7.6% |
| 30D | -15.8% | +8.8% | -24.6% | -16.3% |
| 3M | -10.8% | +78.6% | -89.5% | -14.3% |
| 6M | -38.4% | +70.3% | -108.7% | -40.8% |
| YTD | -54.8% | +140.3% | -195.1% | -57.8% |
| 1Y | -59.0% | +126.6% | -185.7% | -61.7% |
| 3Y | -20.0% | +120.2% | -140.2% | -26.7% |
| All | -2.5% | -68.3% | +65.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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