-21.2%
BSX vs TMO
+19.5%
-40.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -10.1% | -0.6% | -9.4% | -10.0% |
| 30D | -16.4% | +1.1% | -17.5% | -16.6% |
| 3M | -8.9% | +28.3% | -37.2% | -12.8% |
| 6M | -38.3% | +23.3% | -61.5% | -40.7% |
| YTD | -54.9% | +5.5% | -60.4% | -55.3% |
| 1Y | -58.8% | +24.5% | -83.4% | -60.6% |
| 3Y | -21.2% | +19.6% | -40.8% | -26.5% |
| All | -21.2% | +19.5% | -40.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 3y: compounded portfolio wealth divided by compounded TMO 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…
3y analysis · Full analysis span regression · 6 months rolling