+1,016.5%
BSX vs TXT
+1,249.4%
-232.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | -4.8% | +6.8% | +3.4% |
| 30D | +0.1% | -10.6% | +10.7% | +3.2% |
| 3M | -2.1% | -13.2% | +11.0% | +1.4% |
| 6M | -33.8% | -20.3% | -13.5% | -29.9% |
| YTD | -49.9% | -9.3% | -40.6% | -49.0% |
| 1Y | -55.4% | -2.7% | -52.8% | -55.6% |
| 3Y | -10.9% | +1.4% | -12.2% | -13.6% |
| 5Y | +6.4% | +9.6% | -3.1% | -0.3% |
| 10Y | +97.0% | +94.9% | +2.1% | +49.0% |
| All | +1,016.5% | +1,249.4% | -232.9% | +328.9% |
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 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