-53.6%
BSX vs BTSG
+111.7%
-165.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | +8.0% | +17.4% | -9.4% | +8.2% |
| 30D | +8.1% | +12.6% | -4.5% | +8.2% |
| 3M | -6.7% | +11.2% | -17.9% | -6.4% |
| 6M | -19.4% | +30.4% | -49.8% | -22.4% |
| YTD | -51.9% | +86.4% | -138.3% | -57.3% |
| 1Y | -53.6% | +117.9% | -171.6% | -59.5% |
| All | -53.6% | +111.7% | -165.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling