+146.6%
BSX vs TRU
+226.0%
-79.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -7.0% | -6.5% | -0.6% | -5.1% |
| 30D | -10.9% | -2.5% | -8.4% | -10.4% |
| 3M | -8.2% | +10.4% | -18.5% | -11.6% |
| 6M | -37.5% | +1.6% | -39.1% | -38.6% |
| YTD | -52.8% | -9.7% | -43.1% | -52.3% |
| 1Y | -58.4% | -17.3% | -41.2% | -56.9% |
| 3Y | -16.5% | -1.8% | -14.7% | -23.8% |
| 5Y | -1.0% | -36.2% | +35.2% | +7.4% |
| 10Y | +91.2% | +143.2% | -52.0% | +10.6% |
| All | +146.6% | +226.0% | -79.4% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling