-2.8%
BSX vs TRU
-35.6%
+32.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -10.1% | -2.7% | -7.4% | -9.6% |
| 30D | -16.4% | -2.0% | -14.4% | -16.2% |
| 3M | -8.9% | +18.4% | -27.3% | -12.0% |
| 6M | -38.3% | +8.9% | -47.1% | -39.6% |
| YTD | -54.9% | -8.9% | -46.0% | -54.6% |
| 1Y | -58.8% | -15.9% | -42.9% | -58.0% |
| 3Y | -21.2% | -1.1% | -20.1% | -23.7% |
| All | -2.8% | -35.6% | +32.8% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling