-12.9%
BSX vs TLN
+716.6%
-729.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.6% |
| 7D | -1.5% | +15.9% | -17.4% | -2.7% |
| 30D | +2.9% | -0.3% | +3.2% | +2.8% |
| 3M | -11.8% | +5.8% | -17.7% | -12.6% |
| 6M | -15.4% | -1.2% | -14.2% | -16.0% |
| YTD | -52.7% | +1.0% | -53.7% | -53.5% |
| 1Y | -56.0% | +1.1% | -57.1% | -56.8% |
| 3Y | -12.5% | +591.7% | -604.2% | -33.4% |
| All | -12.9% | +716.6% | -729.5% | -33.9% |
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