+950.6%
BSX vs ROK
+14,175.0%
-13,224.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.5% |
| 7D | -6.4% | +2.8% | -9.2% | -7.3% |
| 30D | -8.8% | -2.4% | -6.4% | -8.1% |
| 3M | -7.6% | -4.7% | -2.9% | -6.9% |
| 6M | -37.0% | +16.8% | -53.7% | -40.9% |
| YTD | -52.8% | +11.4% | -64.2% | -55.3% |
| 1Y | -58.4% | +26.2% | -84.6% | -62.3% |
| 3Y | -16.5% | +51.9% | -68.4% | -31.7% |
| 5Y | -1.2% | +46.4% | -47.5% | -20.2% |
| 10Y | +83.7% | +343.5% | -259.8% | -1.9% |
| All | +950.6% | +14,175.0% | -13,224.4% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling