+950.6%
BSX vs ROST
+73,112.0%
-72,161.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -6.4% | +0.2% | -6.7% | -6.5% |
| 30D | -8.8% | -10.0% | +1.2% | -6.5% |
| 3M | -7.6% | +1.2% | -8.9% | -8.1% |
| 6M | -37.0% | +8.9% | -45.9% | -38.5% |
| YTD | -52.8% | +28.1% | -80.9% | -55.8% |
| 1Y | -58.4% | +53.0% | -111.4% | -62.7% |
| 3Y | -16.5% | +97.9% | -114.4% | -30.4% |
| 5Y | -1.2% | +112.0% | -113.1% | -20.8% |
| 10Y | +83.7% | +303.0% | -219.2% | +24.3% |
| All | +950.6% | +73,112.0% | -72,161.4% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling