-3.1%
BSX vs ROST
+107.5%
-110.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -8.2% | -2.5% | -5.7% | -7.7% |
| 30D | -15.8% | -10.3% | -5.5% | -13.7% |
| 3M | -10.8% | -2.6% | -8.3% | -10.5% |
| 6M | -38.4% | +6.5% | -44.9% | -39.5% |
| YTD | -54.8% | +25.9% | -80.7% | -57.4% |
| 1Y | -59.0% | +52.3% | -111.4% | -63.2% |
| 3Y | -20.0% | +94.6% | -114.5% | -33.5% |
| 5Y | -3.1% | +111.1% | -114.2% | -22.5% |
| All | -3.1% | +107.5% | -110.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling