+211.0%
RSP vs BSX
+106.5%
+104.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.4% | +3.7% | -1.4% | +1.0% |
| 30D | +4.3% | +3.1% | +1.2% | +2.8% |
| 3M | -0.3% | -14.2% | +13.9% | +4.9% |
| 6M | +9.8% | -16.4% | +26.3% | +15.7% |
| YTD | +16.8% | -53.5% | +70.3% | +54.0% |
| 1Y | +19.5% | -57.8% | +77.3% | +64.4% |
| 3Y | +65.1% | -17.4% | +82.6% | +63.1% |
| 5Y | +48.7% | +5.4% | +43.3% | +28.0% |
| All | +211.0% | +106.5% | +104.4% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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