-2.8%
BSX vs IFF
-35.8%
+33.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -10.1% | -3.2% | -6.9% | -9.6% |
| 30D | -16.4% | -0.3% | -16.1% | -16.4% |
| 3M | -8.9% | +8.4% | -17.3% | -10.4% |
| 6M | -38.3% | +23.0% | -61.3% | -41.1% |
| YTD | -54.9% | +25.5% | -80.4% | -57.3% |
| 1Y | -58.8% | +29.1% | -87.9% | -61.3% |
| 3Y | -21.2% | +31.7% | -52.9% | -27.9% |
| All | -2.8% | -35.8% | +33.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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