-55.0%
BSX vs IRE
-82.8%
+27.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.2% | -16.1% | -5.9% |
| 7D | -6.4% | +58.9% | -65.4% | -6.7% |
| 30D | -8.8% | +17.2% | -25.9% | -8.9% |
| 3M | -7.6% | -58.6% | +51.0% | -7.0% |
| 6M | -37.0% | -23.5% | -13.5% | -38.3% |
| YTD | -52.8% | -47.4% | -5.4% | -52.6% |
| All | -55.0% | -82.8% | +27.9% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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