-5.6%
TLT vs BSX
-53.7%
+48.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | +0.6% |
| 7D | +1.0% | +8.0% | -7.0% | +0.7% |
| 30D | +6.0% | +8.1% | -2.0% | +5.8% |
| 3M | -0.9% | -6.7% | +5.8% | -0.8% |
| 6M | -2.3% | -19.4% | +17.1% | -2.0% |
| YTD | -3.3% | -51.9% | +48.6% | -1.6% |
| 1Y | -5.6% | -53.6% | +48.0% | -3.6% |
| All | -5.6% | -53.7% | +48.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling