+22,994.0%
TSLA vs BSX
+650.6%
+22,343.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | -7.0% | +10.1% | +6.2% |
| 30D | +11.2% | -10.9% | +22.1% | +16.8% |
| 3M | -7.3% | -8.2% | +0.9% | -4.8% |
| 6M | -7.7% | -37.5% | +29.7% | +12.1% |
| YTD | -18.2% | -52.8% | +34.6% | +12.8% |
| 1Y | +6.0% | -58.4% | +64.4% | +55.1% |
| 3Y | +48.0% | -16.5% | +64.6% | +53.7% |
| 5Y | +46.2% | -1.0% | +47.2% | +38.3% |
| 10Y | +2,737.0% | +91.2% | +2,645.8% | +1,838.0% |
| All | +22,994.0% | +650.6% | +22,343.4% | +8,681.1% |
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 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