+70.3%
T vs BSX
+83.9%
-13.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.5% | -10.1% | +11.6% | +4.2% |
| 30D | +7.5% | -16.4% | +23.9% | +12.2% |
| 3M | +14.8% | -8.9% | +23.7% | +17.2% |
| 6M | -1.7% | -38.3% | +36.5% | +10.1% |
| YTD | +8.7% | -54.9% | +63.6% | +31.5% |
| 1Y | -7.5% | -58.8% | +51.3% | +14.8% |
| 3Y | +110.2% | -21.2% | +131.5% | +112.0% |
| 5Y | +71.6% | -3.3% | +75.0% | +59.8% |
| All | +70.3% | +83.9% | -13.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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