-3.1%
BSX vs IAG
+796.9%
-799.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -4.0% |
| 7D | -8.2% | -4.1% | -4.1% | -7.9% |
| 30D | -15.8% | +10.6% | -26.4% | -16.4% |
| 3M | -10.8% | +35.4% | -46.2% | -12.9% |
| 6M | -38.4% | -9.5% | -28.8% | -38.3% |
| YTD | -54.8% | +21.8% | -76.6% | -55.8% |
| 1Y | -59.0% | +84.1% | -143.2% | -61.2% |
| 3Y | -20.0% | +817.4% | -837.3% | -33.5% |
| 5Y | -3.1% | +830.1% | -833.2% | -22.0% |
| All | -3.1% | +796.9% | -799.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling