-58.8%
BSX vs TRV
+39.8%
-98.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -10.1% | +1.9% | -12.0% | -10.3% |
| 30D | -16.4% | +1.7% | -18.1% | -16.6% |
| 3M | -8.9% | +23.9% | -32.8% | -12.9% |
| 6M | -38.3% | +26.3% | -64.5% | -40.8% |
| YTD | -54.9% | +30.8% | -85.7% | -56.7% |
| 1Y | -58.8% | +36.3% | -95.1% | -60.8% |
| All | -58.8% | +39.8% | -98.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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