+1.8%
BSX vs TXG
+27.0%
-25.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.6% |
| 7D | -10.1% | +9.5% | -19.6% | -10.8% |
| 30D | -16.4% | +18.8% | -35.2% | -17.7% |
| 3M | -8.9% | +136.1% | -145.0% | -16.1% |
| 6M | -38.3% | +235.2% | -273.5% | -45.3% |
| YTD | -54.9% | +320.5% | -375.5% | -61.0% |
| 1Y | -58.8% | +425.2% | -484.0% | -65.4% |
| 3Y | -21.2% | +42.9% | -64.1% | -27.6% |
| 5Y | -3.3% | -62.8% | +59.5% | -1.8% |
| All | +1.8% | +27.0% | -25.3% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling