+7.3%
BSX vs IR
+46.0%
-38.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.7% | +2.5% | +1.2% | +3.1% |
| 30D | +3.1% | +9.2% | -6.0% | +0.8% |
| 3M | -14.2% | +0.9% | -15.2% | -14.6% |
| 6M | -16.4% | +19.2% | -35.7% | -20.3% |
| YTD | -53.5% | +7.5% | -61.0% | -55.2% |
| 1Y | -57.8% | +11.7% | -69.5% | -59.8% |
| 3Y | -17.4% | +23.9% | -41.4% | -27.8% |
| All | +7.3% | +46.0% | -38.8% | -16.0% |
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