-55.4%
BSX vs ROL
-35.4%
-20.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +2.0% | -1.4% | +3.5% | +2.4% |
| 30D | +0.1% | -4.1% | +4.2% | +1.2% |
| 3M | -2.1% | -22.5% | +20.4% | +5.7% |
| 6M | -33.8% | -37.7% | +3.9% | -24.3% |
| YTD | -49.9% | -39.6% | -10.3% | -43.1% |
| 1Y | -55.4% | -36.0% | -19.4% | -49.7% |
| All | -55.4% | -35.4% | -20.0% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling