-1.0%
BSX vs TER
+229.2%
-230.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.3% |
| 7D | -7.0% | +12.4% | -19.4% | -8.0% |
| 30D | -10.9% | +5.1% | -16.0% | -11.5% |
| 3M | -8.2% | +4.0% | -12.1% | -10.0% |
| 6M | -37.5% | +29.5% | -67.0% | -41.0% |
| YTD | -52.8% | +98.5% | -151.3% | -58.3% |
| 1Y | -58.4% | +234.1% | -292.5% | -66.3% |
| 3Y | -16.5% | +289.0% | -305.6% | -37.0% |
| 5Y | -1.0% | +228.2% | -229.2% | -26.2% |
| All | -1.0% | +229.2% | -230.2% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 5y: compounded portfolio wealth divided by compounded TER 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…
5y analysis · Full analysis span regression · 6 months rolling