+7.3%
BSX vs TRMB
-36.0%
+43.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +3.7% | +2.8% | +0.9% | +3.1% |
| 30D | +3.1% | -5.9% | +9.0% | +3.5% |
| 3M | -14.2% | -3.3% | -10.9% | -14.7% |
| 6M | -16.4% | +1.3% | -17.8% | -18.0% |
| YTD | -53.5% | -29.0% | -24.5% | -50.3% |
| 1Y | -57.8% | -27.8% | -30.0% | -55.1% |
| 3Y | -17.4% | +36.3% | -53.8% | -27.9% |
| All | +7.3% | -36.0% | +43.3% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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