-17.6%
BSX vs ROP
-18.8%
+1.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -7.0% | -6.1% | -0.9% | -5.6% |
| 30D | -10.9% | -3.4% | -7.5% | -10.2% |
| 3M | -8.2% | +16.7% | -24.9% | -12.1% |
| 6M | -37.5% | +8.1% | -45.5% | -39.1% |
| YTD | -52.8% | -11.7% | -41.2% | -51.0% |
| 1Y | -58.4% | -24.2% | -34.2% | -54.4% |
| All | -17.6% | -18.8% | +1.2% | -12.7% |
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