-2.8%
BSX vs RSG
+89.9%
-92.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -16.4% | +4.0% | -20.4% | -17.8% |
| 3M | -8.9% | +7.4% | -16.3% | -11.7% |
| 6M | -38.3% | +0.1% | -38.4% | -38.5% |
| YTD | -54.9% | +6.0% | -60.9% | -56.4% |
| 1Y | -58.8% | -3.0% | -55.8% | -58.5% |
| 3Y | -21.2% | +56.5% | -77.7% | -36.7% |
| All | -2.8% | +89.9% | -92.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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