+906.7%
BSX vs TRV
+5,024.2%
-4,117.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -8.2% | -1.8% | -6.4% | -7.5% |
| 30D | -15.8% | -2.1% | -13.7% | -15.2% |
| 3M | -10.8% | +21.2% | -32.0% | -17.8% |
| 6M | -38.4% | +22.0% | -60.4% | -43.4% |
| YTD | -54.8% | +27.7% | -82.5% | -59.3% |
| 1Y | -59.0% | +36.6% | -95.6% | -64.2% |
| 3Y | -20.0% | +141.1% | -161.1% | -45.5% |
| 5Y | -3.1% | +157.6% | -160.7% | -36.6% |
| 10Y | +83.3% | +296.2% | -212.9% | -1.8% |
| All | +906.7% | +5,024.2% | -4,117.4% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling