-29.5%
BSX vs BTSG
+382.3%
-411.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.5% | -3.5% |
| 7D | -8.2% | -5.8% | -2.4% | -7.7% |
| 30D | -15.8% | 0.0% | -15.8% | -15.9% |
| 3M | -10.8% | -4.5% | -6.4% | -11.3% |
| 6M | -38.4% | +40.0% | -78.4% | -42.3% |
| YTD | -54.8% | +54.6% | -109.4% | -58.3% |
| 1Y | -59.0% | +106.1% | -165.2% | -63.8% |
| All | -29.5% | +382.3% | -411.8% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling