-16.5%
BSX vs TAP
-31.5%
+15.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -5.5% |
| 7D | -6.4% | -2.3% | -4.1% | -6.2% |
| 30D | -8.8% | -9.4% | +0.6% | -7.9% |
| 3M | -7.6% | -0.8% | -6.8% | -7.5% |
| 6M | -37.0% | -14.7% | -22.2% | -36.4% |
| YTD | -52.8% | -13.9% | -38.9% | -52.6% |
| 1Y | -58.4% | -18.6% | -39.8% | -58.0% |
| 3Y | -16.5% | -32.0% | +15.5% | -15.3% |
| All | -16.5% | -31.5% | +15.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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