+243.9%
BSX vs IJH
+1,045.0%
-801.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.4% |
| 7D | -8.2% | -2.5% | -5.7% | -6.4% |
| 30D | -15.8% | -5.0% | -10.8% | -12.4% |
| 3M | -10.8% | +0.5% | -11.4% | -11.4% |
| 6M | -38.4% | +8.2% | -46.6% | -42.4% |
| YTD | -54.8% | +12.5% | -67.2% | -59.2% |
| 1Y | -59.0% | +14.4% | -73.4% | -63.6% |
| 3Y | -20.0% | +49.5% | -69.5% | -43.9% |
| 5Y | -3.1% | +47.8% | -50.9% | -32.8% |
| 10Y | +83.3% | +180.4% | -97.1% | -26.1% |
| All | +243.9% | +1,045.0% | -801.1% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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