+935.7%
BSX vs ROL
+5,618.8%
-4,683.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.4% |
| 7D | +3.7% | +3.0% | +0.7% | +2.8% |
| 30D | +3.1% | +19.8% | -16.7% | -2.2% |
| 3M | -14.2% | +7.9% | -22.1% | -16.2% |
| 6M | -16.4% | -25.6% | +9.2% | -9.1% |
| YTD | -53.5% | -34.1% | -19.4% | -47.8% |
| 1Y | -57.8% | -31.4% | -26.4% | -53.2% |
| 3Y | -17.4% | +4.7% | -22.1% | -19.7% |
| 5Y | +5.4% | +15.6% | -10.2% | -2.0% |
| 10Y | +106.2% | +220.6% | -114.4% | +39.9% |
| All | +935.7% | +5,618.8% | -4,683.1% | +281.6% |
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