+46.8%
TSLA vs BSX
-3.6%
+50.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | +0.6% |
| 7D | -3.4% | -8.2% | +4.8% | -0.1% |
| 30D | +9.2% | -15.8% | +25.0% | +17.4% |
| 3M | -4.7% | -10.8% | +6.1% | -0.8% |
| 6M | -8.9% | -38.4% | +29.5% | +13.4% |
| YTD | -19.2% | -54.8% | +35.6% | +19.9% |
| 1Y | +4.5% | -59.0% | +63.6% | +65.1% |
| 3Y | +46.3% | -20.0% | +66.3% | +48.2% |
| All | +46.8% | -3.6% | +50.4% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling