-11.3%
BSX vs TPR
+308.4%
-319.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | -2.3% | +4.4% | +2.3% |
| 30D | +0.1% | -23.0% | +23.1% | +2.3% |
| 3M | -2.1% | -12.5% | +10.3% | -1.3% |
| 6M | -33.8% | -21.4% | -12.4% | -32.7% |
| YTD | -49.9% | -3.5% | -46.4% | -50.2% |
| 1Y | -55.4% | +17.4% | -72.8% | -56.8% |
| All | -11.3% | +308.4% | -319.7% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling