+935.7%
BSX vs TER
+7,452.8%
-6,517.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.1% |
| 7D | +3.7% | +14.4% | -10.6% | +1.6% |
| 30D | +3.1% | -30.6% | +33.7% | +7.9% |
| 3M | -14.2% | -39.2% | +25.0% | -9.2% |
| 6M | -16.4% | -31.3% | +14.8% | -15.0% |
| YTD | -53.5% | +29.1% | -82.6% | -57.8% |
| 1Y | -57.8% | +47.4% | -105.2% | -62.6% |
| 3Y | -17.4% | +191.2% | -208.7% | -37.0% |
| 5Y | +5.4% | +74.0% | -68.6% | -14.7% |
| 10Y | +106.2% | +1,005.1% | -898.8% | +21.6% |
| All | +935.7% | +7,452.8% | -6,517.1% | +284.8% |
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