+81.0%
BSX vs ICE
+220.6%
-139.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -10.1% | -2.4% | -7.7% | -9.0% |
| 30D | -16.4% | +4.0% | -20.4% | -18.2% |
| 3M | -8.9% | +13.7% | -22.6% | -14.8% |
| 6M | -38.3% | +0.9% | -39.2% | -39.0% |
| YTD | -54.9% | -2.1% | -52.8% | -55.2% |
| 1Y | -58.8% | -9.5% | -49.3% | -57.4% |
| 3Y | -21.2% | +42.1% | -63.3% | -36.6% |
| 5Y | -3.3% | +41.4% | -44.7% | -23.4% |
| All | +81.0% | +220.6% | -139.7% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling