+81.0%
BSX vs TECK
+377.7%
-296.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -10.1% | -3.8% | -6.2% | -9.6% |
| 30D | -16.4% | +0.7% | -17.2% | -16.6% |
| 3M | -8.9% | +4.6% | -13.5% | -10.0% |
| 6M | -38.3% | +25.1% | -63.4% | -41.2% |
| YTD | -54.9% | +39.2% | -94.1% | -57.9% |
| 1Y | -58.8% | +60.3% | -119.1% | -62.6% |
| 3Y | -21.2% | +62.9% | -84.1% | -30.5% |
| 5Y | -3.3% | +181.5% | -184.8% | -25.7% |
| All | +81.0% | +377.7% | -296.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling