+950.6%
BSX vs RRC
+1,316.9%
-366.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.9% |
| 7D | -6.4% | -1.2% | -5.2% | -6.3% |
| 30D | -8.8% | +9.4% | -18.2% | -9.5% |
| 3M | -7.6% | +7.4% | -15.0% | -8.3% |
| 6M | -37.0% | +1.5% | -38.4% | -37.1% |
| YTD | -52.8% | +19.4% | -72.2% | -53.6% |
| 1Y | -58.4% | +24.2% | -82.6% | -59.3% |
| 3Y | -16.5% | +32.8% | -49.3% | -19.5% |
| 5Y | -1.2% | +152.9% | -154.1% | -11.8% |
| 10Y | +83.7% | +3.9% | +79.9% | +62.1% |
| All | +950.6% | +1,316.9% | -366.2% | +707.6% |
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