-55.4%
BSX vs ROP
-21.5%
-34.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.3% |
| 7D | +2.0% | -4.4% | +6.5% | +2.7% |
| 30D | +0.1% | +3.2% | -3.1% | -0.5% |
| 3M | -2.1% | +23.1% | -25.2% | -4.9% |
| 6M | -33.8% | +13.3% | -47.1% | -36.0% |
| YTD | -49.9% | -7.9% | -42.0% | -49.6% |
| 1Y | -55.4% | -22.1% | -33.4% | -54.5% |
| All | -55.4% | -21.5% | -34.0% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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