+486.2%
BSX vs TPR
+8,206.4%
-7,720.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | +2.8% | +12.1% | -9.3% | -0.2% |
| 30D | +4.6% | +16.7% | -12.1% | +0.6% |
| 3M | -11.4% | -17.4% | +6.0% | -7.8% |
| 6M | -17.1% | +2.3% | -19.4% | -18.4% |
| YTD | -53.1% | +7.1% | -60.3% | -54.9% |
| 1Y | -55.7% | +29.5% | -85.2% | -59.5% |
| 3Y | -13.3% | +415.0% | -428.4% | -46.9% |
| 5Y | +5.3% | +261.5% | -256.2% | -31.9% |
| 10Y | +104.3% | +383.3% | -279.0% | +7.3% |
| All | +486.2% | +8,206.4% | -7,720.2% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling