-55.4%
BSX vs TPR
+18.2%
-73.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.0% | -2.7% | +4.7% | +2.1% |
| 30D | +0.1% | -23.3% | +23.4% | +0.4% |
| 3M | -2.1% | -12.8% | +10.7% | -2.1% |
| 6M | -33.8% | -21.7% | -12.1% | -34.1% |
| YTD | -49.9% | -3.9% | -46.0% | -49.7% |
| 1Y | -55.4% | +16.9% | -72.4% | -55.1% |
| All | -55.4% | +18.2% | -73.6% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling