-13.2%
BSX vs TLN
+589.3%
-602.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.2% |
| 7D | -7.0% | +5.8% | -12.9% | -7.6% |
| 30D | -10.9% | -6.9% | -4.0% | -10.3% |
| 3M | -8.2% | -10.9% | +2.7% | -7.6% |
| 6M | -37.5% | -4.6% | -32.9% | -37.8% |
| YTD | -52.8% | -14.7% | -38.1% | -52.7% |
| 1Y | -58.4% | -17.9% | -40.5% | -58.3% |
| 3Y | -16.5% | +483.9% | -500.4% | -35.0% |
| All | -13.2% | +589.3% | -602.6% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling