+294.1%
BSX vs TDY
+6,969.6%
-6,675.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | -8.2% | -1.9% | -6.3% | -7.7% |
| 30D | -15.8% | -12.5% | -3.3% | -12.9% |
| 3M | -10.8% | -0.8% | -10.0% | -10.9% |
| 6M | -38.4% | -9.0% | -29.4% | -37.1% |
| YTD | -54.8% | +16.8% | -71.6% | -56.9% |
| 1Y | -59.0% | +9.5% | -68.5% | -60.3% |
| 3Y | -20.0% | +45.4% | -65.4% | -28.7% |
| 5Y | -3.1% | +37.8% | -40.9% | -13.0% |
| 10Y | +83.3% | +470.2% | -386.9% | +16.9% |
| All | +294.1% | +6,969.6% | -6,675.6% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling