-14.4%
BSX vs TPR
+401.1%
-415.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.7% |
| 7D | -0.7% | +12.7% | -13.4% | -1.9% |
| 30D | +3.0% | +17.1% | -14.0% | +1.4% |
| 3M | -10.7% | -15.9% | +5.1% | -9.7% |
| 6M | -18.4% | +2.6% | -21.0% | -19.0% |
| YTD | -53.8% | +7.5% | -61.3% | -54.6% |
| 1Y | -56.0% | +32.9% | -88.9% | -57.8% |
| 3Y | -14.4% | +413.8% | -428.2% | -24.3% |
| All | -14.4% | +401.1% | -415.5% | -24.3% |
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