-55.4%
BSX vs RVMD
+430.6%
-486.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.0% | +1.0% | +1.0% | +2.0% |
| 30D | +0.1% | +6.4% | -6.3% | 0.0% |
| 3M | -2.1% | +34.9% | -37.0% | -3.0% |
| 6M | -33.8% | +107.6% | -141.4% | -35.7% |
| YTD | -49.9% | +163.7% | -213.5% | -52.1% |
| 1Y | -55.4% | +439.2% | -494.7% | -58.4% |
| All | -55.4% | +430.6% | -486.1% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling