-21.2%
BSX vs RVMD
+537.4%
-558.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | -3.0% | -7.1% | -9.9% |
| 30D | -16.4% | -0.7% | -15.7% | -16.4% |
| 3M | -8.9% | +36.5% | -45.4% | -10.6% |
| 6M | -38.3% | +104.6% | -142.9% | -41.3% |
| YTD | -54.9% | +155.8% | -210.8% | -58.1% |
| 1Y | -58.8% | +340.7% | -399.5% | -63.4% |
| 3Y | -21.2% | +519.9% | -541.2% | -34.3% |
| All | -21.2% | +537.4% | -558.6% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling