+50.4%
RSP vs BSX
-5.1%
+55.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +0.4% |
| 7D | -3.1% | -8.2% | +5.1% | -1.0% |
| 30D | -3.4% | -15.8% | +12.4% | +1.0% |
| 3M | +3.6% | -10.8% | +14.5% | +6.4% |
| 6M | +9.0% | -38.4% | +47.4% | +23.9% |
| YTD | +12.2% | -54.8% | +67.0% | +40.5% |
| 1Y | +15.6% | -59.0% | +74.6% | +50.4% |
| 3Y | +51.6% | -20.0% | +71.6% | +45.1% |
| 5Y | +50.4% | -3.1% | +53.5% | +26.4% |
| All | +50.4% | -5.1% | +55.5% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling