+206.0%
BSX vs TMUS
+359.0%
-153.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.6% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +0.1% | +5.3% | -5.1% | -1.0% |
| 3M | -2.1% | +3.1% | -5.3% | -3.1% |
| 6M | -33.8% | -16.5% | -17.3% | -31.6% |
| YTD | -49.9% | -9.2% | -40.7% | -49.3% |
| 1Y | -55.4% | -26.5% | -29.0% | -52.8% |
| 3Y | -10.9% | +39.0% | -49.9% | -18.7% |
| 5Y | +6.4% | +40.4% | -34.0% | -3.7% |
| 10Y | +97.0% | +303.7% | -206.7% | +43.5% |
| All | +206.0% | +359.0% | -153.0% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling