+94.0%
BSX vs IP
+26.3%
+67.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.1% | -4.5% |
| 7D | +1.8% | -5.1% | +6.9% | +3.2% |
| 30D | +2.8% | +8.5% | -5.7% | +0.5% |
| 3M | -13.3% | -13.8% | +0.5% | -10.1% |
| 6M | -23.7% | +5.7% | -29.4% | -25.7% |
| YTD | -55.2% | -9.1% | -46.0% | -55.4% |
| 1Y | -56.8% | -0.8% | -56.0% | -58.3% |
| 3Y | -19.0% | +14.8% | -33.8% | -29.8% |
| 5Y | -0.9% | -11.5% | +10.6% | -6.6% |
| All | +94.0% | +26.3% | +67.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling