+109.9%
BSX vs TPR
+378.8%
-268.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.3% |
| 7D | -1.5% | +6.4% | -7.9% | -2.9% |
| 30D | +2.9% | +13.8% | -10.8% | +0.1% |
| 3M | -11.8% | -16.6% | +4.8% | -9.0% |
| 6M | -15.4% | +0.7% | -16.1% | -16.3% |
| YTD | -52.7% | +5.3% | -58.0% | -54.1% |
| 1Y | -56.0% | +32.4% | -88.3% | -59.5% |
| 3Y | -12.5% | +406.4% | -418.9% | -43.4% |
| 5Y | +7.6% | +227.9% | -220.4% | -25.2% |
| 10Y | +109.9% | +371.7% | -261.8% | +17.8% |
| All | +109.9% | +378.8% | -268.9% | +17.8% |
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