+154.6%
BSX vs RUN
-29.4%
+184.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.7% | -9.6% | -6.1% |
| 7D | -6.4% | +10.2% | -16.6% | -7.0% |
| 30D | -8.8% | -9.6% | +0.8% | -8.3% |
| 3M | -7.6% | -31.5% | +23.9% | -5.9% |
| 6M | -37.0% | -18.7% | -18.3% | -36.7% |
| YTD | -52.8% | -49.9% | -2.9% | -51.7% |
| 1Y | -58.4% | -45.5% | -12.9% | -58.0% |
| 3Y | -16.5% | -34.1% | +17.6% | -24.0% |
| 5Y | -1.2% | -79.4% | +78.3% | -4.7% |
| 10Y | +83.7% | +48.9% | +34.8% | +29.8% |
| All | +154.6% | -29.4% | +184.0% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling