+113.3%
BSX vs THC
+1,813.2%
-1,700.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.7% | +1.0% | +2.8% | +3.5% |
| 30D | +3.1% | +5.3% | -2.2% | +2.0% |
| 3M | -14.2% | +7.1% | -21.3% | -15.5% |
| 6M | -16.4% | +46.0% | -62.5% | -23.1% |
| YTD | -53.5% | +43.9% | -97.4% | -57.3% |
| 1Y | -57.8% | +45.4% | -103.2% | -61.4% |
| 3Y | -17.4% | +421.3% | -438.7% | -43.3% |
| 5Y | +5.4% | +261.5% | -256.1% | -24.9% |
| All | +113.3% | +1,813.2% | -1,700.0% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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