+81.0%
BSX vs IAG
+427.6%
-346.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -10.1% | -1.1% | -9.0% | -10.0% |
| 30D | -16.4% | +12.1% | -28.5% | -16.9% |
| 3M | -8.9% | +25.5% | -34.4% | -10.1% |
| 6M | -38.3% | -7.1% | -31.2% | -38.3% |
| YTD | -54.9% | +22.9% | -77.8% | -55.7% |
| 1Y | -58.8% | +83.3% | -142.2% | -60.4% |
| 3Y | -21.2% | +808.5% | -829.7% | -30.5% |
| 5Y | -3.3% | +838.0% | -841.3% | -16.5% |
| All | +81.0% | +427.6% | -346.6% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling