+1,016.5%
BSX vs ROP
+22,949.6%
-21,933.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.8% |
| 7D | +2.0% | -4.4% | +6.5% | +3.2% |
| 30D | +0.1% | +3.2% | -3.1% | -0.8% |
| 3M | -2.1% | +23.1% | -25.2% | -7.6% |
| 6M | -33.8% | +13.3% | -47.1% | -36.2% |
| YTD | -49.9% | -7.9% | -42.0% | -49.3% |
| 1Y | -55.4% | -22.1% | -33.4% | -52.9% |
| 3Y | -10.9% | -16.8% | +6.0% | -7.8% |
| 5Y | +6.4% | -13.5% | +19.9% | +8.6% |
| 10Y | +97.0% | +137.7% | -40.7% | +57.7% |
| All | +1,016.5% | +22,949.6% | -21,933.1% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling