-44.0%
BSX vs TEM
+47.5%
-91.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -10.1% | -8.7% | -1.4% | -9.6% |
| 30D | -16.4% | +8.1% | -24.5% | -17.0% |
| 3M | -8.9% | +19.0% | -27.9% | -10.3% |
| 6M | -38.3% | +12.0% | -50.3% | -39.3% |
| YTD | -54.9% | -0.1% | -54.9% | -55.4% |
| 1Y | -58.8% | -33.5% | -25.3% | -58.4% |
| All | -44.0% | +47.5% | -91.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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