+5.3%
BSX vs THC
+266.8%
-261.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.8% | +8.8% | -6.1% | +1.1% |
| 30D | +4.6% | +10.0% | -5.4% | +2.7% |
| 3M | -11.4% | +11.7% | -23.1% | -13.4% |
| 6M | -17.1% | +52.5% | -69.6% | -24.2% |
| YTD | -53.1% | +46.1% | -99.2% | -57.0% |
| 1Y | -55.7% | +49.1% | -104.8% | -59.6% |
| 3Y | -13.3% | +439.6% | -452.9% | -42.0% |
| 5Y | +5.3% | +263.2% | -257.9% | -23.5% |
| All | +5.3% | +266.8% | -261.5% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling