-53.6%
BSX vs TW
+20.8%
-74.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.2% |
| 7D | +8.0% | +6.0% | +2.0% | +7.2% |
| 30D | +8.1% | +18.6% | -10.5% | +6.0% |
| 3M | -6.7% | +26.5% | -33.2% | -9.2% |
| 6M | -19.4% | +13.1% | -32.5% | -21.0% |
| YTD | -51.9% | +18.5% | -70.5% | -52.9% |
| 1Y | -53.6% | +21.7% | -75.4% | -55.1% |
| All | -53.6% | +20.8% | -74.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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