+290.3%
BSX vs RNG
+305.9%
-15.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -7.0% | -4.1% | -3.0% | -6.6% |
| 30D | -10.9% | +8.6% | -19.5% | -11.8% |
| 3M | -8.2% | +78.0% | -86.1% | -14.5% |
| 6M | -37.5% | +67.0% | -104.5% | -41.8% |
| YTD | -52.8% | +142.4% | -195.3% | -58.5% |
| 1Y | -58.4% | +120.4% | -178.9% | -63.1% |
| 3Y | -16.5% | +122.1% | -138.7% | -28.5% |
| 5Y | -1.0% | -69.8% | +68.9% | +7.7% |
| 10Y | +91.2% | +223.4% | -132.2% | +23.0% |
| All | +290.3% | +305.9% | -15.6% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling