+81.0%
BSX vs RUN
+42.2%
+38.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -10.1% | -3.7% | -6.4% | -9.9% |
| 30D | -16.4% | -13.0% | -3.4% | -15.7% |
| 3M | -8.9% | -31.8% | +22.9% | -7.1% |
| 6M | -38.3% | -32.2% | -6.0% | -37.3% |
| YTD | -54.9% | -53.5% | -1.4% | -53.6% |
| 1Y | -58.8% | -46.5% | -12.3% | -58.3% |
| 3Y | -21.2% | -37.6% | +16.4% | -28.8% |
| 5Y | -3.3% | -80.9% | +77.5% | -6.4% |
| All | +81.0% | +42.2% | +38.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling