+1,016.5%
BSX vs RVTY
+1,636.3%
-619.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | +0.1% | +13.2% | -13.1% | -3.0% |
| 3M | -2.1% | +27.2% | -29.4% | -8.2% |
| 6M | -33.8% | +32.4% | -66.2% | -38.8% |
| YTD | -49.9% | +34.9% | -84.7% | -54.2% |
| 1Y | -55.4% | +52.4% | -107.8% | -60.7% |
| 3Y | -10.9% | +12.3% | -23.1% | -17.6% |
| 5Y | +6.4% | -30.8% | +37.2% | +9.3% |
| 10Y | +97.0% | +150.7% | -53.7% | +44.6% |
| All | +1,016.5% | +1,636.3% | -619.8% | +419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling