+1,016.5%
BSX vs TER
+10,705.7%
-9,689.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.0% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +0.1% | -8.3% | +8.4% | +1.1% |
| 3M | -2.1% | -12.2% | +10.1% | -2.4% |
| 6M | -33.8% | +17.1% | -50.9% | -37.7% |
| YTD | -49.9% | +84.7% | -134.5% | -56.3% |
| 1Y | -55.4% | +199.9% | -255.4% | -64.4% |
| 3Y | -10.9% | +232.8% | -243.6% | -32.2% |
| 5Y | +6.4% | +198.6% | -192.2% | -19.7% |
| 10Y | +97.0% | +1,669.7% | -1,572.7% | +9.9% |
| All | +1,016.5% | +10,705.7% | -9,689.2% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling