+7.6%
BSX vs IP
-13.0%
+20.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.5% | -2.8% | +1.3% | -1.1% |
| 30D | +2.9% | +9.2% | -6.3% | +1.7% |
| 3M | -11.8% | -16.1% | +4.3% | -9.9% |
| 6M | -15.4% | +9.6% | -25.0% | -16.8% |
| YTD | -52.7% | -8.8% | -43.9% | -52.7% |
| 1Y | -56.0% | -5.5% | -50.5% | -56.4% |
| 3Y | -12.5% | +19.6% | -32.1% | -20.9% |
| 5Y | +7.6% | -13.5% | +21.0% | +9.4% |
| All | +7.6% | -13.0% | +20.5% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling