-3.1%
BSX vs TAP
-2.6%
-0.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.2% | -5.3% | -3.0% | -7.3% |
| 30D | -15.8% | -7.4% | -8.4% | -14.7% |
| 3M | -10.8% | -4.9% | -5.9% | -10.2% |
| 6M | -38.4% | -14.2% | -24.2% | -37.0% |
| YTD | -54.8% | -14.8% | -40.0% | -54.0% |
| 1Y | -59.0% | -18.1% | -40.9% | -58.0% |
| 3Y | -20.0% | -32.7% | +12.7% | -15.5% |
| 5Y | -3.1% | -0.5% | -2.6% | -11.3% |
| All | -3.1% | -2.6% | -0.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling