-2.5%
BSX vs TCOM
+28.3%
-30.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -4.0% |
| 7D | -8.2% | -6.5% | -1.7% | -7.6% |
| 30D | -15.8% | -16.2% | +0.4% | -14.3% |
| 3M | -10.8% | -19.3% | +8.5% | -9.1% |
| 6M | -38.4% | -27.2% | -11.2% | -36.6% |
| YTD | -54.8% | -46.2% | -8.6% | -52.2% |
| 1Y | -59.0% | -46.6% | -12.4% | -56.7% |
| 3Y | -20.0% | +8.4% | -28.4% | -22.0% |
| All | -2.5% | +28.3% | -30.9% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling