+7.3%
BSX vs TOST
-27.7%
+35.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.1% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +3.1% | +16.2% | -13.1% | +1.4% |
| 3M | -14.2% | -1.5% | -12.7% | -14.1% |
| 6M | -16.4% | +55.3% | -71.7% | -20.6% |
| YTD | -53.5% | -2.3% | -51.2% | -53.7% |
| 1Y | -57.8% | -5.5% | -52.2% | -57.8% |
| 3Y | -17.4% | +151.1% | -168.6% | -26.8% |
| All | +7.3% | -27.7% | +35.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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