+68.3%
T vs BSX
-5.1%
+73.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.3% |
| 7D | -2.4% | -8.2% | +5.8% | -1.0% |
| 30D | +4.3% | -15.8% | +20.1% | +7.4% |
| 3M | +11.6% | -10.8% | +22.4% | +13.5% |
| 6M | -5.6% | -38.4% | +32.8% | +1.9% |
| YTD | +6.6% | -54.8% | +61.4% | +21.5% |
| 1Y | -8.4% | -59.0% | +50.7% | +6.8% |
| 3Y | +107.8% | -20.0% | +127.8% | +103.5% |
| 5Y | +68.3% | -3.1% | +71.3% | +53.0% |
| All | +68.3% | -5.1% | +73.4% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling