+932.4%
BSX vs RRC
+1,644.7%
-712.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -1.0% | +2.5% | -3.5% | -1.2% |
| 30D | +2.1% | +21.1% | -19.1% | +0.2% |
| 3M | -14.0% | +28.4% | -42.4% | -16.1% |
| 6M | -18.3% | +26.5% | -44.8% | -20.2% |
| YTD | -53.6% | +47.0% | -100.7% | -55.4% |
| 1Y | -57.6% | +35.2% | -92.7% | -58.9% |
| 3Y | -14.3% | +61.0% | -75.3% | -18.8% |
| 5Y | +5.1% | +133.6% | -128.5% | -5.6% |
| 10Y | +105.6% | +72.1% | +33.5% | +73.3% |
| All | +932.4% | +1,644.7% | -712.3% | +677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling