+172.7%
BSX vs TEL
+707.4%
-534.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -7.0% | +1.2% | -8.3% | -7.6% |
| 30D | -10.9% | -4.1% | -6.8% | -9.3% |
| 3M | -8.2% | -2.6% | -5.6% | -7.8% |
| 6M | -37.5% | 0.0% | -37.5% | -39.0% |
| YTD | -52.8% | -9.1% | -43.8% | -52.3% |
| 1Y | -58.4% | -0.8% | -57.6% | -60.0% |
| 3Y | -16.5% | +67.4% | -83.9% | -39.6% |
| 5Y | -1.0% | +51.8% | -52.7% | -26.6% |
| 10Y | +91.2% | +299.4% | -208.2% | -16.4% |
| All | +172.7% | +707.4% | -534.7% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling