-2.8%
BSX vs TXG
-62.8%
+60.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.5% |
| 7D | -10.1% | +9.5% | -19.6% | -10.7% |
| 30D | -16.4% | +18.8% | -35.2% | -17.6% |
| 3M | -8.9% | +136.1% | -145.0% | -15.2% |
| 6M | -38.3% | +235.2% | -273.5% | -44.5% |
| YTD | -54.9% | +320.5% | -375.5% | -60.3% |
| 1Y | -58.8% | +425.2% | -484.0% | -64.7% |
| 3Y | -21.2% | +42.9% | -64.1% | -26.8% |
| All | -2.8% | -62.8% | +60.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling