-21.2%
BSX vs TKO
+102.7%
-123.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -10.1% | +2.3% | -12.4% | -10.5% |
| 30D | -16.4% | -2.5% | -13.9% | -16.1% |
| 3M | -8.9% | -10.6% | +1.7% | -7.4% |
| 6M | -38.3% | -5.1% | -33.2% | -38.0% |
| YTD | -54.9% | -8.2% | -46.7% | -54.5% |
| 1Y | -58.8% | -4.4% | -54.4% | -58.8% |
| 3Y | -21.2% | +100.4% | -121.6% | -28.2% |
| All | -21.2% | +102.7% | -123.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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