-59.0%
BSX vs ROP
-24.5%
-34.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.1% |
| 7D | -8.2% | -8.0% | -0.2% | -7.1% |
| 30D | -15.8% | -2.7% | -13.1% | -15.6% |
| 3M | -10.8% | +16.6% | -27.4% | -12.6% |
| 6M | -38.4% | +10.4% | -48.8% | -39.8% |
| YTD | -54.8% | -12.1% | -42.7% | -54.4% |
| 1Y | -59.0% | -23.6% | -35.4% | -58.4% |
| All | -59.0% | -24.5% | -34.5% | -58.4% |
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