-20.7%
TLT vs BSX
+83.9%
-104.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.6% | -10.1% | +8.5% | -2.2% |
| 30D | -1.1% | -16.4% | +15.3% | -2.1% |
| 3M | -4.9% | -8.9% | +4.0% | -5.2% |
| 6M | -5.0% | -38.3% | +33.3% | -7.4% |
| YTD | -4.4% | -54.9% | +50.6% | -8.5% |
| 1Y | -6.4% | -58.8% | +52.4% | -10.9% |
| 3Y | -2.0% | -21.2% | +19.2% | -1.5% |
| 5Y | -35.0% | -3.3% | -31.7% | -33.2% |
| All | -20.7% | +83.9% | -104.6% | -14.4% |
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