-55.4%
BSX vs TROW
+0.2%
-55.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +2.0% | -1.3% | +3.4% | +2.3% |
| 30D | +0.1% | -4.5% | +4.6% | +1.1% |
| 3M | -2.1% | +3.9% | -6.0% | -3.7% |
| 6M | -33.8% | +22.6% | -56.4% | -38.6% |
| YTD | -49.9% | +10.1% | -60.0% | -51.4% |
| 1Y | -55.4% | +3.6% | -59.0% | -56.7% |
| All | -55.4% | +0.2% | -55.7% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling