-3.5%
BSX vs TOST
-46.9%
+43.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.1% |
| 7D | +1.8% | +9.4% | -7.6% | +0.9% |
| 30D | +2.8% | +13.5% | -10.7% | +1.4% |
| 3M | -13.3% | -0.1% | -13.1% | -13.3% |
| 6M | -23.7% | +22.5% | -46.1% | -25.6% |
| YTD | -55.2% | -2.4% | -52.8% | -55.4% |
| 1Y | -56.8% | -4.7% | -52.1% | -56.9% |
| 3Y | -19.0% | +103.2% | -122.3% | -26.5% |
| 5Y | -0.9% | -41.2% | +40.3% | -5.4% |
| All | -3.5% | -46.9% | +43.4% | -6.3% |
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