+81.0%
BSX vs IEFA
+148.3%
-67.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.1% |
| 7D | -10.1% | -1.6% | -8.5% | -8.9% |
| 30D | -16.4% | -1.5% | -14.9% | -15.3% |
| 3M | -8.9% | +3.4% | -12.3% | -11.6% |
| 6M | -38.3% | +9.5% | -47.8% | -43.3% |
| YTD | -54.9% | +13.0% | -68.0% | -60.0% |
| 1Y | -58.8% | +18.0% | -76.8% | -64.8% |
| 3Y | -21.2% | +65.4% | -86.6% | -51.1% |
| 5Y | -3.3% | +51.6% | -54.9% | -35.0% |
| All | +81.0% | +148.3% | -67.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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