-21.2%
BSX vs TDY
+46.9%
-68.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -10.1% | -1.1% | -9.0% | -9.9% |
| 30D | -16.4% | -12.0% | -4.4% | -14.2% |
| 3M | -8.9% | -3.2% | -5.7% | -8.4% |
| 6M | -38.3% | -7.9% | -30.4% | -37.4% |
| YTD | -54.9% | +18.2% | -73.1% | -56.7% |
| 1Y | -58.8% | +6.7% | -65.5% | -59.5% |
| 3Y | -21.2% | +47.5% | -68.8% | -27.9% |
| All | -21.2% | +46.9% | -68.1% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling