-0.9%
BSX vs IR
+43.3%
-44.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.5% |
| 7D | -6.4% | +0.6% | -7.1% | -6.6% |
| 30D | -8.8% | -13.6% | +4.8% | -5.5% |
| 3M | -7.6% | +3.7% | -11.3% | -8.8% |
| 6M | -37.0% | -13.1% | -23.9% | -35.1% |
| YTD | -52.8% | -5.1% | -47.7% | -53.0% |
| 1Y | -58.4% | -6.5% | -51.9% | -58.6% |
| 3Y | -16.5% | +8.5% | -25.0% | -24.5% |
| All | -0.9% | +43.3% | -44.2% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling