-1.2%
BSX vs IBB
+20.0%
-21.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.0% |
| 7D | -6.4% | -1.7% | -4.8% | -5.8% |
| 30D | -8.8% | +4.9% | -13.6% | -10.4% |
| 3M | -7.6% | +24.2% | -31.9% | -15.4% |
| 6M | -37.0% | +23.8% | -60.8% | -42.3% |
| YTD | -52.8% | +23.0% | -75.8% | -56.8% |
| 1Y | -58.4% | +46.2% | -104.6% | -64.8% |
| 3Y | -16.5% | +64.8% | -81.3% | -34.3% |
| 5Y | -1.2% | +20.9% | -22.1% | -15.9% |
| All | -1.2% | +20.0% | -21.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling