-58.4%
BSX vs THC
+40.1%
-98.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.6% |
| 7D | -7.0% | +4.1% | -11.1% | -7.5% |
| 30D | -10.9% | +3.5% | -14.4% | -11.4% |
| 3M | -8.2% | +61.7% | -69.9% | -14.2% |
| 6M | -37.5% | +11.8% | -49.3% | -39.0% |
| YTD | -52.8% | +35.4% | -88.3% | -55.1% |
| 1Y | -58.4% | +37.0% | -95.4% | -60.9% |
| All | -58.4% | +40.1% | -98.5% | -60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling