+79.4%
BSX vs INVH
+75.4%
+4.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -10.1% | -3.0% | -7.1% | -8.8% |
| 30D | -16.4% | -7.5% | -8.9% | -13.5% |
| 3M | -8.9% | -5.5% | -3.4% | -6.6% |
| 6M | -38.3% | +11.7% | -50.0% | -41.3% |
| YTD | -54.9% | +1.3% | -56.3% | -55.5% |
| 1Y | -58.8% | -6.1% | -52.7% | -58.0% |
| 3Y | -21.2% | -9.8% | -11.5% | -19.8% |
| 5Y | -3.3% | -19.7% | +16.4% | +2.5% |
| All | +79.4% | +75.4% | +4.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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