+81.5%
BSX vs ROP
+135.7%
-54.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.9% |
| 7D | -8.2% | -8.0% | -0.2% | -4.3% |
| 30D | -15.8% | -2.7% | -13.1% | -14.8% |
| 3M | -10.8% | +16.6% | -27.4% | -18.1% |
| 6M | -38.4% | +10.4% | -48.8% | -41.9% |
| YTD | -54.8% | -12.1% | -42.7% | -52.5% |
| 1Y | -59.0% | -23.6% | -35.4% | -53.6% |
| 3Y | -20.0% | -19.3% | -0.7% | -13.8% |
| 5Y | -3.1% | -15.4% | +12.3% | -0.1% |
| All | +81.5% | +135.7% | -54.2% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling