-17.6%
BSX vs TXT
+5.0%
-22.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -8.8% | -11.1% | +2.3% | -6.8% |
| 3M | -7.6% | -13.0% | +5.3% | -5.4% |
| 6M | -37.0% | -16.2% | -20.8% | -35.1% |
| YTD | -52.8% | -8.7% | -44.1% | -52.4% |
| 1Y | -58.4% | -3.8% | -54.6% | -58.6% |
| All | -17.6% | +5.0% | -22.6% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling