+645.6%
BSX vs INDA
+109.8%
+535.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | -7.0% | -2.6% | -4.4% | -5.9% |
| 30D | -10.9% | -2.9% | -8.0% | -9.6% |
| 3M | -8.2% | +2.4% | -10.5% | -9.2% |
| 6M | -37.5% | -2.6% | -34.8% | -36.8% |
| YTD | -52.8% | -10.0% | -42.9% | -50.7% |
| 1Y | -58.4% | -7.7% | -50.7% | -57.0% |
| 3Y | -16.5% | +8.9% | -25.4% | -20.9% |
| 5Y | -1.0% | +6.0% | -7.0% | -5.4% |
| 10Y | +91.2% | +84.4% | +6.8% | +37.4% |
| All | +645.6% | +109.8% | +535.8% | +411.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling