-16.8%
BSX vs TLN
+571.8%
-588.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.9% |
| 7D | -8.2% | +2.0% | -10.2% | -8.4% |
| 30D | -15.8% | -12.9% | -2.9% | -14.6% |
| 3M | -10.8% | -7.4% | -3.4% | -10.7% |
| 6M | -38.4% | -6.0% | -32.3% | -38.6% |
| YTD | -54.8% | -16.9% | -37.9% | -54.5% |
| 1Y | -59.0% | -22.6% | -36.4% | -58.7% |
| 3Y | -20.0% | +469.0% | -489.0% | -37.5% |
| All | -16.8% | +571.8% | -588.6% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling