-3.1%
BSX vs ICE
+38.6%
-41.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -8.2% | -5.3% | -2.9% | -6.2% |
| 30D | -15.8% | +3.0% | -18.8% | -16.9% |
| 3M | -10.8% | +11.4% | -22.3% | -14.9% |
| 6M | -38.4% | -2.0% | -36.3% | -38.3% |
| YTD | -54.8% | -3.1% | -51.7% | -54.9% |
| 1Y | -59.0% | -8.4% | -50.7% | -58.2% |
| 3Y | -20.0% | +40.7% | -60.7% | -32.5% |
| 5Y | -3.1% | +40.0% | -43.0% | -19.7% |
| All | -3.1% | +38.6% | -41.7% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling