-21.0%
BSX vs TW
+20.3%
-41.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | -8.2% | -2.7% | -5.5% | -7.5% |
| 30D | -15.8% | -1.7% | -14.1% | -15.5% |
| 3M | -10.8% | +1.6% | -12.4% | -11.6% |
| 6M | -38.4% | -17.7% | -20.7% | -35.4% |
| YTD | -54.8% | -4.3% | -50.4% | -54.8% |
| 1Y | -59.0% | -13.1% | -45.9% | -57.8% |
| All | -21.0% | +20.3% | -41.3% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling