-1.0%
BSX vs RVTY
-34.2%
+33.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -7.0% | -5.4% | -1.6% | -6.2% |
| 30D | -10.9% | +6.7% | -17.6% | -11.9% |
| 3M | -8.2% | +19.0% | -27.2% | -10.9% |
| 6M | -37.5% | +34.6% | -72.1% | -40.7% |
| YTD | -52.8% | +28.3% | -81.1% | -55.2% |
| 1Y | -58.4% | +46.0% | -104.4% | -61.6% |
| 3Y | -16.5% | +16.9% | -33.4% | -21.3% |
| 5Y | -1.0% | -32.9% | +31.9% | +5.8% |
| All | -1.0% | -34.2% | +33.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling