-3.1%
BSX vs BITO
-8.3%
+5.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -8.2% | -5.8% | -2.4% | -7.7% |
| 30D | -15.8% | +21.1% | -36.9% | -17.3% |
| 3M | -10.8% | +23.5% | -34.3% | -12.6% |
| 6M | -38.4% | +8.3% | -46.7% | -38.9% |
| YTD | -54.8% | -13.9% | -40.9% | -54.4% |
| 1Y | -59.0% | -34.5% | -24.5% | -57.7% |
| 3Y | -20.0% | +147.0% | -167.0% | -30.4% |
| All | -3.1% | -8.3% | +5.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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