-11.3%
BSX vs THC
+244.5%
-255.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +0.1% | +1.3% | -1.1% | -0.2% |
| 3M | -2.1% | +64.2% | -66.4% | -10.3% |
| 6M | -33.8% | +8.3% | -42.1% | -35.1% |
| YTD | -49.9% | +33.4% | -83.2% | -52.7% |
| 1Y | -55.4% | +37.7% | -93.1% | -58.3% |
| All | -11.3% | +244.5% | -255.8% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling