-37.7%
BSX vs TEM
+61.6%
-99.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.0% | +0.9% | +1.1% | +2.0% |
| 30D | +0.1% | +38.4% | -38.2% | -2.0% |
| 3M | -2.1% | +23.7% | -25.8% | -3.9% |
| 6M | -33.8% | +26.0% | -59.8% | -35.3% |
| YTD | -49.9% | +9.4% | -59.3% | -50.7% |
| 1Y | -55.4% | -17.3% | -38.2% | -55.6% |
| All | -37.7% | +61.6% | -99.3% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling