-1.0%
BSX vs TXT
+13.4%
-14.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -7.0% | +0.8% | -7.9% | -7.3% |
| 30D | -10.9% | -10.4% | -0.5% | -8.1% |
| 3M | -8.2% | -14.3% | +6.2% | -4.4% |
| 6M | -37.5% | -15.1% | -22.4% | -34.9% |
| YTD | -52.8% | -8.3% | -44.5% | -52.3% |
| 1Y | -58.4% | -0.7% | -57.7% | -59.1% |
| 3Y | -16.5% | +6.0% | -22.5% | -22.4% |
| 5Y | -1.0% | +12.5% | -13.5% | -12.9% |
| All | -1.0% | +13.4% | -14.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling