-21.0%
BSX vs TXG
+39.1%
-60.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -4.1% |
| 7D | -8.2% | +5.0% | -13.2% | -8.4% |
| 30D | -15.8% | +13.5% | -29.3% | -16.4% |
| 3M | -10.8% | +128.0% | -138.9% | -14.9% |
| 6M | -38.4% | +224.4% | -262.8% | -42.6% |
| YTD | -54.8% | +307.0% | -361.8% | -58.5% |
| 1Y | -59.0% | +427.2% | -486.3% | -63.2% |
| All | -21.0% | +39.1% | -60.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling