+17.9%
BSX vs TW
+211.4%
-193.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -5.0% |
| 7D | -6.4% | -3.5% | -3.0% | -5.5% |
| 30D | -8.8% | +0.5% | -9.3% | -9.0% |
| 3M | -7.6% | +4.9% | -12.6% | -9.5% |
| 6M | -37.0% | -17.1% | -19.9% | -33.8% |
| YTD | -52.8% | -3.9% | -49.0% | -52.9% |
| 1Y | -58.4% | -13.3% | -45.2% | -57.1% |
| 3Y | -16.5% | +20.9% | -37.4% | -23.2% |
| 5Y | -1.2% | +20.5% | -21.7% | -10.9% |
| All | +17.9% | +211.4% | -193.6% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling