-17.6%
BSX vs IRM
+102.2%
-119.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -7.0% | +3.0% | -10.1% | -7.4% |
| 30D | -10.9% | -5.2% | -5.7% | -10.3% |
| 3M | -8.2% | -8.0% | -0.1% | -7.3% |
| 6M | -37.5% | +9.2% | -46.6% | -39.0% |
| YTD | -52.8% | +41.0% | -93.8% | -56.5% |
| 1Y | -58.4% | +23.3% | -81.7% | -60.6% |
| All | -17.6% | +102.2% | -119.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling