-21.2%
BSX vs ICE
+41.6%
-62.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -10.1% | -2.4% | -7.7% | -9.4% |
| 30D | -16.4% | +4.0% | -20.4% | -17.6% |
| 3M | -8.9% | +13.7% | -22.6% | -13.0% |
| 6M | -38.3% | +0.9% | -39.2% | -39.0% |
| YTD | -54.9% | -2.1% | -52.8% | -55.4% |
| 1Y | -58.8% | -9.5% | -49.3% | -57.8% |
| 3Y | -21.2% | +42.1% | -63.3% | -29.2% |
| All | -21.2% | +41.6% | -62.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling