+79.9%
BSX vs ICE
+2,279.0%
-2,199.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.3% |
| 7D | -6.4% | -1.2% | -5.3% | -6.2% |
| 30D | -8.8% | +5.0% | -13.7% | -10.1% |
| 3M | -7.6% | +13.9% | -21.5% | -11.2% |
| 6M | -37.0% | -4.4% | -32.5% | -36.3% |
| YTD | -52.8% | -1.9% | -50.9% | -52.9% |
| 1Y | -58.4% | -8.1% | -50.3% | -57.8% |
| 3Y | -16.5% | +42.5% | -59.0% | -25.4% |
| 5Y | -1.2% | +40.6% | -41.8% | -11.9% |
| 10Y | +83.7% | +217.1% | -133.4% | +32.2% |
| All | +79.9% | +2,279.0% | -2,199.0% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling