-3.1%
BSX vs ROK
+44.8%
-47.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -8.2% | -1.6% | -6.6% | -7.9% |
| 30D | -15.8% | -5.4% | -10.4% | -15.0% |
| 3M | -10.8% | -4.0% | -6.9% | -10.6% |
| 6M | -38.4% | +13.3% | -51.7% | -40.5% |
| YTD | -54.8% | +9.3% | -64.1% | -56.2% |
| 1Y | -59.0% | +25.8% | -84.9% | -61.6% |
| 3Y | -20.0% | +49.1% | -69.1% | -29.9% |
| 5Y | -3.1% | +45.9% | -48.9% | -19.1% |
| All | -3.1% | +44.8% | -47.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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