-53.6%
BSX vs TSCO
-28.6%
-25.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.1% | +4.5% |
| 7D | +8.0% | +15.7% | -7.7% | +5.4% |
| 30D | +8.1% | +16.4% | -8.4% | +5.5% |
| 3M | -6.7% | +11.2% | -17.9% | -8.3% |
| 6M | -19.4% | +14.9% | -34.3% | -21.1% |
| YTD | -51.9% | -25.4% | -26.5% | -53.7% |
| 1Y | -53.6% | -29.4% | -24.3% | -54.1% |
| All | -53.6% | -28.6% | -25.0% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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