-1.5%
BSX vs TE
-48.3%
+46.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.0% | -15.9% | -6.2% |
| 7D | -6.4% | +18.2% | -24.7% | -7.0% |
| 30D | -8.8% | -13.5% | +4.7% | -8.5% |
| 3M | -7.6% | -44.6% | +36.9% | -6.5% |
| 6M | -37.0% | -24.7% | -12.3% | -37.5% |
| YTD | -52.8% | -24.3% | -28.6% | -53.4% |
| 1Y | -58.4% | +155.6% | -214.0% | -61.2% |
| 3Y | -16.5% | -18.3% | +1.8% | -20.4% |
| 5Y | -1.2% | -41.3% | +40.1% | -5.8% |
| All | -1.5% | -48.3% | +46.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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