-21.0%
BSX vs TECK
+64.4%
-85.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -3.4% |
| 7D | -8.2% | -4.2% | -4.0% | -7.8% |
| 30D | -15.8% | -0.4% | -15.4% | -15.8% |
| 3M | -10.8% | +10.1% | -21.0% | -12.3% |
| 6M | -38.4% | +26.0% | -64.4% | -40.8% |
| YTD | -54.8% | +38.0% | -92.8% | -57.3% |
| 1Y | -59.0% | +63.8% | -122.8% | -62.4% |
| All | -21.0% | +64.4% | -85.4% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling