+36.0%
TSM vs BSX
-53.7%
+89.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.6% | -1.9% |
| 7D | -10.0% | +8.0% | -17.9% | -9.5% |
| 30D | -18.5% | +8.1% | -26.6% | -18.1% |
| 3M | -4.9% | -6.7% | +1.8% | -4.7% |
| 6M | -1.0% | -19.4% | +18.4% | +0.9% |
| YTD | +31.3% | -51.9% | +83.2% | +33.4% |
| 1Y | +36.0% | -53.6% | +89.7% | +38.1% |
| All | +36.0% | -53.7% | +89.7% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling