+81.5%
BSX vs IBB
+125.2%
-43.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.4% |
| 7D | -8.2% | -5.2% | -3.0% | -5.6% |
| 30D | -15.8% | +1.5% | -17.3% | -16.4% |
| 3M | -10.8% | +22.1% | -33.0% | -19.7% |
| 6M | -38.4% | +17.7% | -56.1% | -43.7% |
| YTD | -54.8% | +20.2% | -75.0% | -59.3% |
| 1Y | -59.0% | +44.4% | -103.5% | -66.6% |
| 3Y | -20.0% | +61.1% | -81.1% | -39.9% |
| 5Y | -3.1% | +18.5% | -21.6% | -14.3% |
| All | +81.5% | +125.2% | -43.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IBB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling