+89.3%
BSX vs IBB
+128.4%
-39.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | -7.0% | -3.9% | -3.2% | -5.1% |
| 30D | -10.9% | +2.7% | -13.6% | -12.1% |
| 3M | -8.2% | +21.4% | -29.5% | -17.1% |
| 6M | -37.5% | +20.1% | -57.5% | -43.4% |
| YTD | -52.8% | +21.9% | -74.7% | -57.8% |
| 1Y | -58.4% | +44.1% | -102.5% | -66.1% |
| 3Y | -16.5% | +63.4% | -79.9% | -37.8% |
| 5Y | -1.0% | +19.8% | -20.7% | -13.0% |
| All | +89.3% | +128.4% | -39.0% | +16.8% |
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 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