-21.0%
BSX vs TSEM
+633.2%
-654.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.9% |
| 7D | -8.2% | +0.9% | -9.1% | -8.2% |
| 30D | -15.8% | -16.6% | +0.8% | -14.8% |
| 3M | -10.8% | -10.9% | +0.1% | -11.4% |
| 6M | -38.4% | +78.0% | -116.4% | -45.2% |
| YTD | -54.8% | +77.2% | -132.0% | -59.7% |
| 1Y | -59.0% | +207.6% | -266.6% | -66.7% |
| All | -21.0% | +633.2% | -654.2% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling