+131.2%
TLT vs BSX
+207.6%
-76.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | -0.5% |
| 7D | +0.4% | -6.4% | +6.9% | -0.1% |
| 30D | -0.3% | -8.8% | +8.5% | -0.9% |
| 3M | -1.7% | -7.6% | +5.9% | -2.2% |
| 6M | -4.9% | -37.0% | +32.1% | -8.0% |
| YTD | -2.8% | -52.8% | +50.0% | -7.9% |
| 1Y | -4.2% | -58.4% | +54.2% | -10.1% |
| 3Y | -1.1% | -16.5% | +15.4% | -1.3% |
| 5Y | -33.7% | -1.2% | -32.6% | -32.6% |
| 10Y | -20.7% | +83.7% | -104.4% | -13.0% |
| All | +131.2% | +207.6% | -76.4% | +205.2% |
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