-1.2%
BSX vs ROIV
+316.9%
-318.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +18.8% | -24.7% | -6.7% |
| 7D | -6.4% | +20.2% | -26.6% | -7.3% |
| 30D | -8.8% | +14.1% | -22.9% | -9.4% |
| 3M | -7.6% | +45.6% | -53.2% | -9.6% |
| 6M | -37.0% | +44.1% | -81.1% | -38.3% |
| YTD | -52.8% | +91.2% | -144.0% | -54.6% |
| 1Y | -58.4% | +221.3% | -279.7% | -61.3% |
| 3Y | -16.5% | +229.2% | -245.7% | -23.0% |
| 5Y | -1.2% | +316.5% | -317.6% | -16.9% |
| All | -1.2% | +316.9% | -318.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling