-21.2%
BSX vs INDA
+7.9%
-29.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.6% |
| 7D | -10.1% | -2.7% | -7.4% | -9.2% |
| 30D | -16.4% | -2.8% | -13.7% | -15.5% |
| 3M | -8.9% | +1.6% | -10.5% | -9.3% |
| 6M | -38.3% | -1.4% | -36.9% | -38.0% |
| YTD | -54.9% | -10.1% | -44.8% | -53.4% |
| 1Y | -58.8% | -8.8% | -50.0% | -57.7% |
| 3Y | -21.2% | +7.6% | -28.8% | -27.5% |
| All | -21.2% | +7.9% | -29.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling