+59.8%
BSX vs IAG
+377.5%
-317.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | +2.0% | -0.5% | +2.6% | +2.1% |
| 30D | +0.1% | +28.9% | -28.8% | -1.7% |
| 3M | -2.1% | +19.1% | -21.3% | -3.7% |
| 6M | -33.8% | -10.3% | -23.6% | -33.8% |
| YTD | -49.9% | +24.2% | -74.1% | -51.1% |
| 1Y | -55.4% | +116.5% | -171.9% | -58.4% |
| 3Y | -10.9% | +742.8% | -753.7% | -25.6% |
| 5Y | +6.4% | +753.3% | -746.9% | -13.6% |
| 10Y | +97.0% | +403.2% | -306.2% | +56.8% |
| All | +59.8% | +377.5% | -317.6% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling