-58.8%
BSX vs TLN
-23.3%
-35.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -10.1% | -1.3% | -8.7% | -10.0% |
| 30D | -16.4% | -14.3% | -2.1% | -15.6% |
| 3M | -8.9% | -9.3% | +0.4% | -9.1% |
| 6M | -38.3% | -1.1% | -37.2% | -38.8% |
| YTD | -54.9% | -16.6% | -38.4% | -55.3% |
| 1Y | -58.8% | -22.0% | -36.8% | -59.0% |
| All | -58.8% | -23.3% | -35.5% | -59.0% |
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