+64.3%
BSX vs IR
+271.9%
-207.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -8.2% | -3.1% | -5.1% | -7.3% |
| 30D | -15.8% | -14.0% | -1.8% | -11.9% |
| 3M | -10.8% | +3.7% | -14.6% | -12.2% |
| 6M | -38.4% | -15.4% | -23.0% | -35.7% |
| YTD | -54.8% | -7.7% | -47.1% | -54.5% |
| 1Y | -59.0% | -8.8% | -50.2% | -58.8% |
| 3Y | -20.0% | +5.6% | -25.6% | -25.8% |
| 5Y | -3.1% | +34.3% | -37.4% | -19.1% |
| All | +64.3% | +271.9% | -207.6% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling