+102.9%
T vs BSX
-16.8%
+119.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -3.1% | -7.0% | +4.0% | -2.1% |
| 30D | +4.6% | -10.9% | +15.5% | +6.2% |
| 3M | +12.2% | -8.2% | +20.4% | +13.2% |
| 6M | -6.5% | -37.5% | +31.0% | -1.4% |
| YTD | +4.9% | -52.8% | +57.7% | +14.9% |
| 1Y | -10.5% | -58.4% | +47.9% | +0.6% |
| All | +102.9% | -16.8% | +119.7% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling