+81.0%
BSX vs ROST
+317.9%
-236.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.1% |
| 7D | -10.1% | +0.2% | -10.3% | -10.2% |
| 30D | -16.4% | -6.9% | -9.5% | -14.4% |
| 3M | -8.9% | -3.3% | -5.6% | -8.1% |
| 6M | -38.3% | +9.0% | -47.3% | -40.4% |
| YTD | -54.9% | +28.9% | -83.8% | -59.0% |
| 1Y | -58.8% | +54.0% | -112.8% | -64.9% |
| 3Y | -21.2% | +100.7% | -121.9% | -40.0% |
| 5Y | -3.3% | +116.0% | -119.4% | -30.8% |
| All | +81.0% | +317.9% | -236.9% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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