+526.9%
BSX vs TPR
+7,380.8%
-6,853.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | -2.3% | +4.4% | +2.6% |
| 30D | +0.1% | -23.0% | +23.1% | +6.2% |
| 3M | -2.1% | -12.5% | +10.3% | +0.4% |
| 6M | -33.8% | -21.4% | -12.4% | -30.7% |
| YTD | -49.9% | -3.5% | -46.4% | -50.4% |
| 1Y | -55.4% | +17.4% | -72.8% | -58.4% |
| 3Y | -10.9% | +291.3% | -302.1% | -41.3% |
| 5Y | +6.4% | +241.9% | -235.5% | -30.4% |
| 10Y | +97.0% | +322.7% | -225.6% | +7.2% |
| All | +526.9% | +7,380.8% | -6,853.9% | +84.1% |
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