-1.0%
BSX vs RRC
+154.4%
-155.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -7.0% | -1.7% | -5.3% | -6.9% |
| 30D | -10.9% | +3.6% | -14.5% | -11.3% |
| 3M | -8.2% | +8.8% | -17.0% | -9.2% |
| 6M | -37.5% | +0.8% | -38.3% | -37.6% |
| YTD | -52.8% | +19.0% | -71.8% | -53.9% |
| 1Y | -58.4% | +22.9% | -81.3% | -59.6% |
| 3Y | -16.5% | +32.3% | -48.9% | -20.0% |
| 5Y | -1.0% | +151.6% | -152.6% | -10.4% |
| All | -1.0% | +154.4% | -155.4% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling