+109.9%
BSX vs IBB
+133.2%
-23.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.7% |
| 7D | -1.5% | -1.4% | -0.2% | -0.9% |
| 30D | +2.9% | +6.8% | -3.9% | -0.8% |
| 3M | -11.8% | +9.2% | -21.1% | -16.1% |
| 6M | -15.4% | +28.3% | -43.8% | -26.5% |
| YTD | -52.7% | +29.4% | -82.0% | -59.2% |
| 1Y | -56.0% | +33.2% | -89.1% | -62.7% |
| 3Y | -12.5% | +90.2% | -102.6% | -40.8% |
| 5Y | +7.6% | +44.0% | -36.4% | -15.6% |
| 10Y | +109.9% | +133.1% | -23.2% | +16.1% |
| All | +109.9% | +133.2% | -23.3% | +16.1% |
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