-53.6%
BSX vs RRC
+44.7%
-98.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.9% | +5.6% |
| 7D | +8.0% | -6.8% | +14.8% | +8.6% |
| 30D | +8.1% | +34.7% | -26.7% | +4.0% |
| 3M | -6.7% | +31.5% | -38.2% | -10.2% |
| 6M | -19.4% | +21.8% | -41.2% | -21.9% |
| YTD | -51.9% | +48.9% | -100.8% | -53.3% |
| 1Y | -53.6% | +42.1% | -95.7% | -54.1% |
| All | -53.6% | +44.7% | -98.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling