+109.9%
BSX vs TMUS
+248.1%
-138.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.3% |
| 7D | -1.5% | +8.2% | -9.7% | -4.1% |
| 30D | +2.9% | +13.4% | -10.4% | -1.6% |
| 3M | -11.8% | -3.0% | -8.8% | -11.8% |
| 6M | -15.4% | -8.8% | -6.7% | -14.0% |
| YTD | -52.7% | -13.8% | -38.8% | -51.3% |
| 1Y | -56.0% | -17.1% | -38.9% | -54.1% |
| 3Y | -12.5% | +22.7% | -35.1% | -24.5% |
| 5Y | +7.6% | +52.8% | -45.3% | -16.7% |
| 10Y | +109.9% | +244.6% | -134.7% | +24.3% |
| All | +109.9% | +248.1% | -138.2% | +24.3% |
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