-2.8%
BSX vs TGT
-25.8%
+23.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -10.1% | -5.2% | -4.8% | -9.6% |
| 30D | -16.4% | +1.2% | -17.6% | -16.6% |
| 3M | -8.9% | +18.4% | -27.3% | -10.6% |
| 6M | -38.3% | +33.4% | -71.7% | -40.3% |
| YTD | -54.9% | +63.8% | -118.7% | -57.6% |
| 1Y | -58.8% | +77.2% | -136.0% | -61.7% |
| 3Y | -21.2% | +41.8% | -63.0% | -26.8% |
| All | -2.8% | -25.8% | +23.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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