+243.2%
BSX vs TRI
+499.2%
-256.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -8.2% | -14.4% | +6.2% | -1.9% |
| 30D | -15.8% | -8.1% | -7.7% | -13.2% |
| 3M | -10.8% | +17.5% | -28.4% | -18.4% |
| 6M | -38.4% | -5.0% | -33.4% | -39.0% |
| YTD | -54.8% | -24.7% | -30.1% | -51.2% |
| 1Y | -59.0% | -41.5% | -17.5% | -50.2% |
| 3Y | -20.0% | -20.3% | +0.3% | -18.4% |
| 5Y | -3.1% | -10.9% | +7.9% | -7.7% |
| 10Y | +83.3% | +190.6% | -107.3% | -3.9% |
| All | +243.2% | +499.2% | -256.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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