-2.8%
BSX vs TSCO
-11.8%
+9.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -10.1% | -5.7% | -4.4% | -9.0% |
| 30D | -16.4% | -8.8% | -7.7% | -14.8% |
| 3M | -8.9% | +6.3% | -15.2% | -10.1% |
| 6M | -38.3% | -32.3% | -6.0% | -33.4% |
| YTD | -54.9% | -32.7% | -22.2% | -51.6% |
| 1Y | -58.8% | -43.7% | -15.1% | -53.9% |
| 3Y | -21.2% | -19.7% | -1.6% | -20.6% |
| All | -2.8% | -11.8% | +9.1% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling