-0.9%
TLT vs BSX
-16.8%
+15.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -0.3% | -7.0% | +6.8% | -0.1% |
| 30D | 0.0% | -10.9% | +10.9% | +0.3% |
| 3M | -2.9% | -8.2% | +5.3% | -2.6% |
| 6M | -6.3% | -37.5% | +31.2% | -4.9% |
| YTD | -3.3% | -52.8% | +49.5% | -0.9% |
| 1Y | -4.2% | -58.4% | +54.2% | -1.2% |
| All | -0.9% | -16.8% | +15.9% | -5.0% |
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