+113.3%
BSX vs ROL
+221.5%
-108.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.6% |
| 7D | +3.7% | +3.0% | +0.7% | +2.7% |
| 30D | +3.1% | +19.8% | -16.7% | -3.2% |
| 3M | -14.2% | +7.9% | -22.1% | -16.6% |
| 6M | -16.4% | -25.6% | +9.2% | -7.6% |
| YTD | -53.5% | -34.1% | -19.4% | -46.7% |
| 1Y | -57.8% | -31.4% | -26.4% | -52.3% |
| 3Y | -17.4% | +4.7% | -22.1% | -20.5% |
| 5Y | +5.4% | +15.6% | -10.2% | -4.2% |
| All | +113.3% | +221.5% | -108.3% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling