+6.6%
BSX vs RVMD
+636.2%
-629.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -7.0% | -0.7% | -6.3% | -7.0% |
| 30D | -10.9% | +0.3% | -11.2% | -11.0% |
| 3M | -8.2% | +38.9% | -47.0% | -11.3% |
| 6M | -37.5% | +108.1% | -145.6% | -42.6% |
| YTD | -52.8% | +160.7% | -213.6% | -58.1% |
| 1Y | -58.4% | +407.3% | -465.7% | -65.8% |
| 3Y | -16.5% | +546.6% | -563.1% | -35.4% |
| 5Y | -1.0% | +579.8% | -580.8% | -27.6% |
| All | +6.6% | +636.2% | -629.6% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling