+26.9%
BSX vs ROIV
+289.9%
-263.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -4.0% |
| 7D | -8.2% | +19.0% | -27.2% | -9.0% |
| 30D | -15.8% | +16.1% | -31.9% | -16.5% |
| 3M | -10.8% | +44.1% | -54.9% | -12.7% |
| 6M | -38.4% | +37.8% | -76.2% | -39.6% |
| YTD | -54.8% | +88.7% | -143.5% | -56.5% |
| 1Y | -59.0% | +197.3% | -256.4% | -61.7% |
| 3Y | -20.0% | +224.9% | -244.9% | -26.2% |
| 5Y | -3.1% | +311.0% | -314.1% | -16.0% |
| All | +26.9% | +289.9% | -263.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling