-1.2%
BSX vs TPR
+230.0%
-231.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.2% | -5.4% |
| 7D | -6.4% | -3.4% | -3.1% | -6.0% |
| 30D | -8.8% | -27.3% | +18.5% | -4.8% |
| 3M | -7.6% | -16.2% | +8.6% | -5.7% |
| 6M | -37.0% | -17.9% | -19.1% | -35.7% |
| YTD | -52.8% | -7.1% | -45.7% | -53.0% |
| 1Y | -58.4% | +13.6% | -72.0% | -60.1% |
| 3Y | -16.5% | +293.7% | -310.3% | -37.7% |
| 5Y | -1.2% | +239.1% | -240.3% | -26.0% |
| All | -1.2% | +230.0% | -231.1% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling