+1,049.3%
BSX vs TSCO
+47,655.7%
-46,606.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.0% |
| 7D | -8.2% | -3.1% | -5.1% | -8.0% |
| 30D | -15.8% | -4.4% | -11.4% | -15.5% |
| 3M | -10.8% | +9.7% | -20.5% | -11.6% |
| 6M | -38.4% | -32.4% | -6.0% | -36.5% |
| YTD | -54.8% | -31.7% | -23.1% | -53.5% |
| 1Y | -59.0% | -41.3% | -17.8% | -57.4% |
| 3Y | -20.0% | -18.3% | -1.7% | -19.3% |
| 5Y | -3.1% | -10.3% | +7.2% | -3.3% |
| 10Y | +83.3% | +188.5% | -105.1% | +66.4% |
| All | +1,049.3% | +47,655.7% | -46,606.4% | +766.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling