+950.2%
BSX vs TSN
+612.3%
+337.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -7.0% | -7.3% | +0.2% | -5.5% |
| 30D | -10.9% | -8.6% | -2.3% | -9.1% |
| 3M | -8.2% | -7.5% | -0.6% | -6.6% |
| 6M | -37.5% | -14.1% | -23.3% | -35.5% |
| YTD | -52.8% | -9.4% | -43.4% | -52.0% |
| 1Y | -58.4% | -4.1% | -54.3% | -58.3% |
| 3Y | -16.5% | +10.3% | -26.9% | -19.8% |
| 5Y | -1.0% | -19.7% | +18.7% | +0.9% |
| 10Y | +91.2% | -7.0% | +98.2% | +83.0% |
| All | +950.2% | +612.3% | +337.9% | +480.7% |
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