+935.7%
BSX vs TAP
+841.9%
+93.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.4% |
| 7D | +3.7% | +1.3% | +2.5% | +3.4% |
| 30D | +3.1% | +5.7% | -2.6% | +1.9% |
| 3M | -14.2% | -1.9% | -12.3% | -13.9% |
| 6M | -16.4% | +0.9% | -17.4% | -16.8% |
| YTD | -53.5% | -9.5% | -44.0% | -52.8% |
| 1Y | -57.8% | -9.0% | -48.8% | -57.3% |
| 3Y | -17.4% | -22.2% | +4.8% | -14.6% |
| 5Y | +5.4% | +1.2% | +4.2% | +1.4% |
| 10Y | +106.2% | -46.1% | +152.4% | +118.5% |
| All | +935.7% | +841.9% | +93.8% | +570.4% |
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