+7.9%
BSX vs TOST
-48.0%
+55.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +2.0% | -3.4% | +5.5% | +2.4% |
| 30D | +0.1% | -2.4% | +2.6% | +0.4% |
| 3M | -2.1% | +34.6% | -36.8% | -5.3% |
| 6M | -33.8% | +15.2% | -49.0% | -35.1% |
| YTD | -49.9% | -4.4% | -45.5% | -49.9% |
| 1Y | -55.4% | -17.4% | -38.0% | -54.9% |
| 3Y | -10.9% | +54.5% | -65.3% | -16.8% |
| All | +7.9% | -48.0% | +55.9% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling