+314.9%
BSX vs IBN
+1,760.3%
-1,445.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +3.7% | +1.9% | +1.9% | +3.3% |
| 30D | +3.1% | +22.1% | -19.0% | -1.2% |
| 3M | -14.2% | +17.1% | -31.3% | -17.1% |
| 6M | -16.4% | +35.5% | -52.0% | -21.7% |
| YTD | -53.5% | +16.8% | -70.3% | -55.2% |
| 1Y | -57.8% | +12.4% | -70.2% | -59.0% |
| 3Y | -17.4% | +58.0% | -75.5% | -26.1% |
| 5Y | +5.4% | +73.7% | -68.3% | -8.0% |
| 10Y | +106.2% | +385.6% | -279.3% | +39.9% |
| All | +314.9% | +1,760.3% | -1,445.5% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling