+1,016.5%
BSX vs IP
+240.6%
+775.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.1% |
| 7D | +2.0% | -5.3% | +7.3% | +3.6% |
| 30D | +0.1% | -10.9% | +11.0% | +3.5% |
| 3M | -2.1% | +11.2% | -13.3% | -6.2% |
| 6M | -33.8% | -10.2% | -23.6% | -33.0% |
| YTD | -49.9% | -2.0% | -47.9% | -51.2% |
| 1Y | -55.4% | -19.1% | -36.4% | -54.2% |
| 3Y | -10.9% | +20.9% | -31.7% | -22.6% |
| 5Y | +6.4% | -17.8% | +24.2% | +3.0% |
| 10Y | +97.0% | +23.5% | +73.5% | +59.5% |
| All | +1,016.5% | +240.6% | +775.9% | +468.8% |
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