+81.5%
BSX vs TMUS
+318.7%
-237.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.2% | -5.8% | -2.4% | -6.3% |
| 30D | -15.8% | -0.2% | -15.6% | -15.8% |
| 3M | -10.8% | -4.0% | -6.9% | -10.1% |
| 6M | -38.4% | -18.1% | -20.3% | -34.6% |
| YTD | -54.8% | -11.3% | -43.5% | -53.6% |
| 1Y | -59.0% | -24.7% | -34.3% | -55.3% |
| 3Y | -20.0% | +35.4% | -55.4% | -32.8% |
| 5Y | -3.1% | +42.4% | -45.5% | -21.5% |
| All | +81.5% | +318.7% | -237.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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