-55.4%
BSX vs ICE
-7.2%
-48.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.2% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | +0.1% | +7.6% | -7.5% | -1.5% |
| 3M | -2.1% | +13.9% | -16.1% | -5.7% |
| 6M | -33.8% | -2.4% | -31.5% | -35.3% |
| YTD | -49.9% | +0.3% | -50.1% | -51.5% |
| 1Y | -55.4% | -6.4% | -49.0% | -56.3% |
| All | -55.4% | -7.2% | -48.3% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling