+81.0%
BSX vs TNA
+86.1%
-5.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -10.1% | -7.3% | -2.8% | -8.7% |
| 30D | -16.4% | -14.2% | -2.2% | -13.8% |
| 3M | -8.9% | -4.6% | -4.3% | -8.4% |
| 6M | -38.3% | +36.9% | -75.2% | -43.0% |
| YTD | -54.9% | +42.5% | -97.5% | -59.0% |
| 1Y | -58.8% | +45.8% | -104.6% | -63.2% |
| 3Y | -21.2% | +104.7% | -125.9% | -40.6% |
| 5Y | -3.3% | -21.7% | +18.4% | -17.2% |
| All | +81.0% | +86.1% | -5.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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