+91.2%
BSX vs TPR
+299.5%
-208.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.6% |
| 7D | -7.0% | -7.3% | +0.3% | -5.5% |
| 30D | -10.9% | -30.7% | +19.8% | -4.2% |
| 3M | -8.2% | -21.6% | +13.4% | -4.0% |
| 6M | -37.5% | -21.3% | -16.1% | -35.0% |
| YTD | -52.8% | -10.2% | -42.7% | -52.6% |
| 1Y | -58.4% | +9.5% | -67.9% | -60.2% |
| 3Y | -16.5% | +280.8% | -297.3% | -42.4% |
| 5Y | -1.0% | +218.7% | -219.7% | -31.3% |
| 10Y | +91.2% | +306.7% | -215.4% | +8.4% |
| All | +91.2% | +299.5% | -208.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling