-55.4%
BSX vs TSEM
+259.4%
-314.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.8% | -6.0% | +1.7% |
| 7D | +2.0% | +6.9% | -4.8% | +2.0% |
| 30D | +0.1% | +5.3% | -5.2% | +0.1% |
| 3M | -2.1% | -14.9% | +12.8% | -2.3% |
| 6M | -33.8% | +80.0% | -113.8% | -38.7% |
| YTD | -49.9% | +89.4% | -139.2% | -52.9% |
| 1Y | -55.4% | +253.1% | -308.5% | -56.9% |
| All | -55.4% | +259.4% | -314.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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