-11.3%
BSX vs TMUS
+38.5%
-49.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.4% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +0.1% | +5.3% | -5.1% | -0.8% |
| 3M | -2.1% | +3.1% | -5.3% | -3.0% |
| 6M | -33.8% | -16.5% | -17.3% | -32.2% |
| YTD | -49.9% | -9.2% | -40.7% | -49.6% |
| 1Y | -55.4% | -26.5% | -29.0% | -53.0% |
| All | -11.3% | +38.5% | -49.7% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling