-1.2%
BSX vs TMUS
+41.9%
-43.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | -6.4% | -0.3% | -6.2% | -6.4% |
| 30D | -8.8% | +3.1% | -11.9% | -9.6% |
| 3M | -7.6% | +2.4% | -10.1% | -8.8% |
| 6M | -37.0% | -17.1% | -19.9% | -34.1% |
| YTD | -52.8% | -9.1% | -43.8% | -52.2% |
| 1Y | -58.4% | -23.6% | -34.8% | -55.4% |
| 3Y | -16.5% | +38.8% | -55.3% | -30.8% |
| 5Y | -1.2% | +43.0% | -44.1% | -18.7% |
| All | -1.2% | +41.9% | -43.1% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling