-17.4%
BSX vs ROP
-5.1%
-12.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +3.7% | +0.7% | +3.0% | +3.5% |
| 30D | +3.1% | +28.8% | -25.7% | -3.7% |
| 3M | -14.2% | +21.1% | -35.3% | -18.7% |
| 6M | -16.4% | +52.5% | -69.0% | -25.4% |
| YTD | -53.5% | +8.9% | -62.4% | -54.3% |
| 1Y | -57.8% | +8.2% | -66.0% | -58.4% |
| 3Y | -17.4% | -5.2% | -12.3% | -17.1% |
| All | -17.4% | -5.1% | -12.4% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling