+113.3%
BSX vs IBB
+126.8%
-13.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +3.7% | -0.5% | +4.2% | +4.0% |
| 30D | +3.1% | +4.6% | -1.4% | +0.4% |
| 3M | -14.2% | +6.8% | -21.0% | -17.5% |
| 6M | -16.4% | +23.1% | -39.5% | -25.7% |
| YTD | -53.5% | +26.0% | -79.5% | -59.4% |
| 1Y | -57.8% | +30.4% | -88.1% | -63.9% |
| 3Y | -17.4% | +85.4% | -102.9% | -43.5% |
| 5Y | +5.4% | +39.7% | -34.3% | -16.0% |
| All | +113.3% | +126.8% | -13.5% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling