-2.8%
BSX vs IRM
+197.3%
-200.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | -10.1% | -1.4% | -8.6% | -9.8% |
| 30D | -16.4% | -7.4% | -9.0% | -15.2% |
| 3M | -8.9% | -7.4% | -1.5% | -7.8% |
| 6M | -38.3% | +8.7% | -46.9% | -40.1% |
| YTD | -54.9% | +40.9% | -95.9% | -59.2% |
| 1Y | -58.8% | +20.5% | -79.3% | -61.3% |
| 3Y | -21.2% | +101.7% | -122.9% | -38.2% |
| All | -2.8% | +197.3% | -200.1% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling