+935.7%
BSX vs TXT
+1,327.9%
-392.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +3.1% | +13.3% | -10.2% | -0.6% |
| 3M | -14.2% | -5.0% | -9.3% | -13.2% |
| 6M | -16.4% | -8.4% | -8.0% | -14.9% |
| YTD | -53.5% | -4.0% | -49.5% | -53.5% |
| 1Y | -57.8% | +2.8% | -60.6% | -58.6% |
| 3Y | -17.4% | +10.3% | -27.7% | -22.0% |
| 5Y | +5.4% | +9.2% | -3.8% | -1.3% |
| 10Y | +106.2% | +89.6% | +16.6% | +56.7% |
| All | +935.7% | +1,327.9% | -392.2% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling