+942.7%
BSX vs IP
+213.1%
+729.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.4% |
| 7D | +4.6% | -5.0% | +9.5% | +6.2% |
| 30D | +5.8% | +6.5% | -0.7% | +3.7% |
| 3M | -6.5% | -18.0% | +11.5% | -1.1% |
| 6M | -20.3% | +10.3% | -30.6% | -23.8% |
| YTD | -53.2% | -9.9% | -43.3% | -53.4% |
| 1Y | -54.9% | -1.1% | -53.8% | -56.4% |
| 3Y | -15.0% | +13.0% | -28.0% | -24.8% |
| 5Y | +3.4% | -12.3% | +15.7% | -2.3% |
| 10Y | +107.1% | +26.8% | +80.2% | +65.7% |
| All | +942.7% | +213.1% | +729.5% | +443.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling