+1,016.5%
BSX vs TAP
+834.0%
+182.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.0% | -2.3% | +4.4% | +2.5% |
| 30D | +0.1% | -2.1% | +2.3% | +0.5% |
| 3M | -2.1% | +6.6% | -8.8% | -3.7% |
| 6M | -33.8% | -11.5% | -22.3% | -32.2% |
| YTD | -49.9% | -10.3% | -39.6% | -49.1% |
| 1Y | -55.4% | -14.4% | -41.1% | -54.3% |
| 3Y | -10.9% | -28.3% | +17.4% | -6.2% |
| 5Y | +6.4% | +1.7% | +4.7% | +2.1% |
| 10Y | +97.0% | -49.2% | +146.3% | +111.3% |
| All | +1,016.5% | +834.0% | +182.5% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling