+906.7%
BSX vs TROW
+11,392.1%
-10,485.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -8.2% | -3.0% | -5.2% | -7.3% |
| 30D | -15.8% | -5.5% | -10.4% | -14.4% |
| 3M | -10.8% | +2.3% | -13.1% | -11.8% |
| 6M | -38.4% | +23.9% | -62.3% | -42.7% |
| YTD | -54.8% | +7.9% | -62.7% | -56.1% |
| 1Y | -59.0% | +6.1% | -65.2% | -60.1% |
| 3Y | -20.0% | +13.8% | -33.8% | -25.2% |
| 5Y | -3.1% | -38.2% | +35.1% | +6.5% |
| 10Y | +83.3% | +131.3% | -47.9% | +31.9% |
| All | +906.7% | +11,392.1% | -10,485.4% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling