-55.4%
BSX vs TLN
-17.2%
-38.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -1.9% | +1.6% |
| 7D | +2.0% | +7.1% | -5.0% | +1.6% |
| 30D | +0.1% | -3.9% | +4.0% | +0.4% |
| 3M | -2.1% | -16.2% | +14.0% | -1.7% |
| 6M | -33.8% | -5.8% | -28.0% | -34.3% |
| YTD | -49.9% | -15.4% | -34.4% | -50.3% |
| 1Y | -55.4% | -16.7% | -38.8% | -54.1% |
| All | -55.4% | -17.2% | -38.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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