+81.0%
BSX vs TEL
+316.2%
-235.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.7% |
| 7D | -10.1% | +1.6% | -11.7% | -10.7% |
| 30D | -16.4% | -0.7% | -15.8% | -16.3% |
| 3M | -8.9% | +2.4% | -11.3% | -10.4% |
| 6M | -38.3% | +4.1% | -42.4% | -40.7% |
| YTD | -54.9% | -5.8% | -49.1% | -55.1% |
| 1Y | -58.8% | +0.9% | -59.7% | -60.6% |
| 3Y | -21.2% | +72.6% | -93.8% | -43.9% |
| 5Y | -3.3% | +57.5% | -60.9% | -29.7% |
| All | +81.0% | +316.2% | -235.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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