+81.0%
BSX vs TRU
+147.2%
-66.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -10.1% | -2.7% | -7.4% | -9.3% |
| 30D | -16.4% | -2.0% | -14.4% | -16.1% |
| 3M | -8.9% | +18.4% | -27.3% | -14.1% |
| 6M | -38.3% | +8.9% | -47.1% | -40.6% |
| YTD | -54.9% | -8.9% | -46.0% | -54.6% |
| 1Y | -58.8% | -15.9% | -42.9% | -57.6% |
| 3Y | -21.2% | -1.1% | -20.1% | -27.8% |
| 5Y | -3.3% | -35.2% | +31.9% | +5.2% |
| All | +81.0% | +147.2% | -66.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling