+246.0%
BSX vs TECK
+2,265.7%
-2,019.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.2% | -10.1% | -6.6% |
| 7D | -6.4% | +7.8% | -14.2% | -7.6% |
| 30D | -8.8% | +8.3% | -17.1% | -10.0% |
| 3M | -7.6% | +16.1% | -23.7% | -10.3% |
| 6M | -37.0% | +42.9% | -79.8% | -41.1% |
| YTD | -52.8% | +50.8% | -103.6% | -56.4% |
| 1Y | -58.4% | +106.1% | -164.5% | -63.6% |
| 3Y | -16.5% | +84.0% | -100.5% | -27.2% |
| 5Y | -1.2% | +223.5% | -224.6% | -24.1% |
| 10Y | +83.7% | +378.1% | -294.3% | +20.6% |
| All | +246.0% | +2,265.7% | -2,019.7% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling