+1,597.3%
T vs BSX
+958.4%
+639.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +0.6% |
| 7D | -1.5% | -6.4% | +4.9% | -0.6% |
| 30D | +7.6% | -8.8% | +16.4% | +9.0% |
| 3M | +15.3% | -7.6% | +22.9% | +16.6% |
| 6M | -8.5% | -37.0% | +28.5% | -2.2% |
| YTD | +6.8% | -52.8% | +59.6% | +18.9% |
| 1Y | -7.2% | -58.4% | +51.2% | +5.3% |
| 3Y | +108.2% | -16.5% | +124.8% | +110.6% |
| 5Y | +66.1% | -1.2% | +67.2% | +62.5% |
| 10Y | +65.3% | +83.7% | -18.4% | +45.5% |
| All | +1,597.3% | +958.4% | +639.0% | +1,058.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling