+558.0%
BSX vs TNA
+913.2%
-355.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.4% |
| 7D | -8.2% | -7.6% | -0.6% | -6.5% |
| 30D | -15.8% | -13.6% | -2.2% | -13.0% |
| 3M | -10.8% | +2.8% | -13.7% | -11.9% |
| 6M | -38.4% | +34.5% | -72.9% | -43.5% |
| YTD | -54.8% | +41.0% | -95.8% | -59.3% |
| 1Y | -59.0% | +52.0% | -111.1% | -64.3% |
| 3Y | -20.0% | +103.5% | -123.5% | -41.5% |
| 5Y | -3.1% | -22.5% | +19.5% | -19.4% |
| 10Y | +83.3% | +81.9% | +1.5% | -5.8% |
| All | +558.0% | +913.2% | -355.1% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling