-3.1%
BSX vs IBN
+52.7%
-55.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.0% |
| 7D | -8.2% | -5.5% | -2.7% | -6.8% |
| 30D | -15.8% | -3.4% | -12.4% | -15.0% |
| 3M | -10.8% | +8.7% | -19.5% | -12.8% |
| 6M | -38.4% | +3.7% | -42.1% | -39.1% |
| YTD | -54.8% | -2.4% | -52.4% | -54.7% |
| 1Y | -59.0% | -8.1% | -51.0% | -58.3% |
| 3Y | -20.0% | +26.3% | -46.3% | -27.5% |
| 5Y | -3.1% | +54.9% | -58.0% | -20.8% |
| All | -3.1% | +52.7% | -55.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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