+81.0%
BSX vs TSN
-4.9%
+85.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -10.1% | +3.0% | -13.1% | -10.9% |
| 30D | -16.4% | -4.2% | -12.2% | -15.5% |
| 3M | -8.9% | -3.9% | -5.0% | -8.0% |
| 6M | -38.3% | -9.8% | -28.4% | -36.8% |
| YTD | -54.9% | -7.3% | -47.7% | -54.3% |
| 1Y | -58.8% | -2.2% | -56.6% | -58.9% |
| 3Y | -21.2% | +11.9% | -33.1% | -25.6% |
| 5Y | -3.3% | -16.9% | +13.6% | -1.6% |
| All | +81.0% | -4.9% | +85.9% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling