+25.2%
BSX vs TENB
-9.4%
+34.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.7% |
| 7D | -10.1% | -12.1% | +2.0% | -8.1% |
| 30D | -16.4% | -18.6% | +2.2% | -13.8% |
| 3M | -8.9% | +12.1% | -20.9% | -12.2% |
| 6M | -38.3% | +46.8% | -85.1% | -43.9% |
| YTD | -54.9% | +28.0% | -82.9% | -58.1% |
| 1Y | -58.8% | -1.4% | -57.4% | -59.8% |
| 3Y | -21.2% | -33.9% | +12.7% | -18.8% |
| 5Y | -3.3% | -34.6% | +31.3% | -5.6% |
| All | +25.2% | -9.4% | +34.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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