+906.7%
BSX vs IFF
+453.7%
+453.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -8.2% | -2.8% | -5.4% | -7.3% |
| 30D | -15.8% | -1.1% | -14.7% | -15.5% |
| 3M | -10.8% | +13.8% | -24.7% | -15.4% |
| 6M | -38.4% | +16.7% | -55.1% | -42.9% |
| YTD | -54.8% | +26.1% | -80.9% | -59.6% |
| 1Y | -59.0% | +33.5% | -92.5% | -64.3% |
| 3Y | -20.0% | +31.6% | -51.6% | -32.0% |
| 5Y | -3.1% | -34.9% | +31.8% | +3.9% |
| 10Y | +83.3% | -20.3% | +103.6% | +71.6% |
| All | +906.7% | +453.7% | +453.0% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling