+81.5%
BSX vs RVTY
+139.0%
-57.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.5% |
| 7D | -8.2% | -7.4% | -0.8% | -6.1% |
| 30D | -15.8% | +4.5% | -20.3% | -16.9% |
| 3M | -10.8% | +19.5% | -30.3% | -15.7% |
| 6M | -38.4% | +34.1% | -72.5% | -44.1% |
| YTD | -54.8% | +25.3% | -80.1% | -58.6% |
| 1Y | -59.0% | +47.0% | -106.0% | -64.6% |
| 3Y | -20.0% | +14.1% | -34.1% | -28.1% |
| 5Y | -3.1% | -34.6% | +31.5% | +6.3% |
| All | +81.5% | +139.0% | -57.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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