-13.3%
BSX vs THC
+450.2%
-463.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.8% | +8.8% | -6.1% | +1.5% |
| 30D | +4.6% | +10.0% | -5.4% | +3.1% |
| 3M | -11.4% | +11.7% | -23.1% | -12.9% |
| 6M | -17.1% | +52.5% | -69.6% | -22.6% |
| YTD | -53.1% | +46.1% | -99.2% | -56.1% |
| 1Y | -55.7% | +49.1% | -104.8% | -58.7% |
| 3Y | -13.3% | +439.6% | -452.9% | -25.8% |
| All | -13.3% | +450.2% | -463.5% | -25.8% |
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