-2.5%
BSX vs TRV
+157.5%
-160.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.3% |
| 7D | -8.2% | -1.5% | -6.7% | -7.9% |
| 30D | -15.8% | -1.8% | -14.0% | -15.5% |
| 3M | -10.8% | +21.6% | -32.4% | -15.6% |
| 6M | -38.4% | +22.5% | -60.9% | -41.8% |
| YTD | -54.8% | +28.1% | -82.9% | -57.9% |
| 1Y | -59.0% | +37.0% | -96.1% | -62.6% |
| 3Y | -20.0% | +141.9% | -161.9% | -39.0% |
| All | -2.5% | +157.5% | -160.0% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling