+113.3%
BSX vs TXT
+89.4%
+23.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +3.1% | +13.3% | -10.2% | -1.4% |
| 3M | -14.2% | -5.0% | -9.3% | -13.0% |
| 6M | -16.4% | -8.4% | -8.0% | -14.5% |
| YTD | -53.5% | -4.0% | -49.5% | -53.6% |
| 1Y | -57.8% | +2.8% | -60.6% | -58.9% |
| 3Y | -17.4% | +10.3% | -27.7% | -23.8% |
| 5Y | +5.4% | +9.2% | -3.8% | -4.2% |
| All | +113.3% | +89.4% | +23.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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