-55.4%
BSX vs TCOM
-42.5%
-13.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +2.0% | -9.5% | +11.6% | +3.2% |
| 30D | +0.1% | -10.7% | +10.9% | +1.3% |
| 3M | -2.1% | -14.6% | +12.5% | -0.8% |
| 6M | -33.8% | -19.3% | -14.5% | -32.6% |
| YTD | -49.9% | -42.9% | -6.9% | -47.1% |
| 1Y | -55.4% | -43.8% | -11.7% | -53.1% |
| All | -55.4% | -42.5% | -13.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling