+898.5%
BSX vs IP
+215.8%
+682.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.1% | -4.5% |
| 7D | +1.8% | -5.1% | +6.9% | +3.4% |
| 30D | +2.8% | +8.5% | -5.7% | +0.2% |
| 3M | -13.3% | -13.8% | +0.5% | -9.6% |
| 6M | -23.7% | +5.7% | -29.4% | -26.1% |
| YTD | -55.2% | -9.1% | -46.0% | -55.5% |
| 1Y | -56.8% | -0.8% | -56.0% | -58.3% |
| 3Y | -19.0% | +14.8% | -33.8% | -28.8% |
| 5Y | -0.9% | -11.5% | +10.6% | -6.7% |
| 10Y | +98.3% | +27.9% | +70.4% | +58.2% |
| All | +898.5% | +215.8% | +682.7% | +419.1% |
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