+935.7%
BSX vs RVTY
+1,959.5%
-1,023.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +3.1% | +1.5% | +1.6% | +2.4% |
| 3M | -14.2% | +31.5% | -45.7% | -20.3% |
| 6M | -16.4% | +62.7% | -79.1% | -26.6% |
| YTD | -53.5% | +60.0% | -113.5% | -59.5% |
| 1Y | -57.8% | +65.7% | -123.5% | -63.6% |
| 3Y | -17.4% | +85.2% | -102.6% | -32.7% |
| 5Y | +5.4% | -14.9% | +20.3% | +2.3% |
| 10Y | +106.2% | +211.9% | -105.7% | +42.7% |
| All | +935.7% | +1,959.5% | -1,023.8% | +359.7% |
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