+52.4%
RSP vs BSX
-16.8%
+69.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.8% | -7.0% | +5.2% | -0.7% |
| 30D | -2.5% | -10.9% | +8.4% | -0.8% |
| 3M | +3.0% | -8.2% | +11.2% | +4.2% |
| 6M | +8.9% | -37.5% | +46.4% | +17.6% |
| YTD | +13.0% | -52.8% | +65.8% | +29.4% |
| 1Y | +16.2% | -58.4% | +74.6% | +38.6% |
| All | +52.4% | -16.8% | +69.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling