+320.9%
BSX vs IBN
+1,491.4%
-1,170.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -5.4% |
| 7D | -6.4% | -2.2% | -4.3% | -6.0% |
| 30D | -8.8% | -2.3% | -6.5% | -8.3% |
| 3M | -7.6% | +15.9% | -23.5% | -10.5% |
| 6M | -37.0% | +5.6% | -42.6% | -37.8% |
| YTD | -52.8% | -0.1% | -52.8% | -53.0% |
| 1Y | -58.4% | -6.5% | -51.9% | -58.0% |
| 3Y | -16.5% | +29.3% | -45.8% | -21.9% |
| 5Y | -1.2% | +56.6% | -57.7% | -11.8% |
| 10Y | +83.7% | +314.4% | -230.6% | +28.7% |
| All | +320.9% | +1,491.4% | -1,170.5% | +114.5% |
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