+935.7%
BSX vs TSN
+709.8%
+225.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +3.7% | -1.4% | +5.2% | +4.1% |
| 30D | +3.1% | +8.5% | -5.4% | +1.3% |
| 3M | -14.2% | +5.3% | -19.5% | -15.3% |
| 6M | -16.4% | -10.5% | -5.9% | -14.5% |
| YTD | -53.5% | +3.0% | -56.5% | -54.0% |
| 1Y | -57.8% | +12.1% | -69.9% | -59.1% |
| 3Y | -17.4% | +43.1% | -60.6% | -25.1% |
| 5Y | +5.4% | -15.1% | +20.5% | +6.1% |
| 10Y | +106.2% | +14.8% | +91.4% | +88.8% |
| All | +935.7% | +709.8% | +225.9% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling