-13.3%
BSX vs TMUS
+20.7%
-34.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.8% | +9.5% | -6.7% | +1.5% |
| 30D | +4.6% | +13.8% | -9.2% | +2.8% |
| 3M | -11.4% | -4.6% | -6.8% | -11.1% |
| 6M | -17.1% | -11.7% | -5.4% | -16.3% |
| YTD | -53.1% | -15.4% | -37.7% | -52.5% |
| 1Y | -55.7% | -16.1% | -39.6% | -55.0% |
| 3Y | -13.3% | +20.5% | -33.8% | -16.6% |
| All | -13.3% | +20.7% | -34.0% | -16.6% |
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