-17.6%
BSX vs ROST
+93.3%
-110.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -7.0% | -2.2% | -4.8% | -6.7% |
| 30D | -10.9% | -11.4% | +0.5% | -9.0% |
| 3M | -8.2% | -1.6% | -6.5% | -8.0% |
| 6M | -37.5% | +6.8% | -44.3% | -38.4% |
| YTD | -52.8% | +25.8% | -78.7% | -54.9% |
| 1Y | -58.4% | +52.4% | -110.8% | -61.7% |
| All | -17.6% | +93.3% | -110.9% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling