+932.4%
BSX vs ROL
+5,476.1%
-4,543.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | +2.1% | +18.5% | -16.5% | -2.9% |
| 3M | -14.0% | +4.3% | -18.4% | -15.2% |
| 6M | -18.3% | -27.7% | +9.4% | -10.4% |
| YTD | -53.6% | -35.8% | -17.9% | -47.6% |
| 1Y | -57.6% | -34.1% | -23.5% | -52.4% |
| 3Y | -14.3% | +2.9% | -17.2% | -16.2% |
| 5Y | +5.1% | +12.7% | -7.7% | -1.6% |
| 10Y | +105.6% | +212.6% | -107.0% | +40.5% |
| All | +932.4% | +5,476.1% | -4,543.7% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling