-53.6%
BSX vs TXG
+406.9%
-460.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +5.3% |
| 7D | +8.0% | -19.3% | +27.2% | +8.3% |
| 30D | +8.1% | -30.9% | +39.0% | +9.0% |
| 3M | -6.7% | +41.1% | -47.7% | -8.4% |
| 6M | -19.4% | +211.9% | -231.3% | -25.4% |
| YTD | -51.9% | +314.0% | -365.9% | -56.3% |
| 1Y | -53.6% | +405.4% | -459.0% | -58.2% |
| All | -53.6% | +406.9% | -460.5% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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