+6.4%
BSX vs TXG
+24.6%
-18.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -7.0% | +9.1% | -16.2% | -7.8% |
| 30D | -10.9% | +14.9% | -25.8% | -12.1% |
| 3M | -8.2% | +120.0% | -128.1% | -14.9% |
| 6M | -37.5% | +221.8% | -259.3% | -44.4% |
| YTD | -52.8% | +312.6% | -365.4% | -59.2% |
| 1Y | -58.4% | +398.4% | -456.8% | -64.9% |
| 3Y | -16.5% | +42.1% | -58.6% | -23.3% |
| 5Y | -1.0% | -63.5% | +62.5% | +0.7% |
| All | +6.4% | +24.6% | -18.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling