+258.0%
BSX vs IRM
+9,897.4%
-9,639.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.7% |
| 7D | -6.4% | +1.6% | -8.1% | -6.9% |
| 30D | -8.8% | -4.2% | -4.6% | -7.9% |
| 3M | -7.6% | -5.4% | -2.3% | -6.8% |
| 6M | -37.0% | +12.0% | -49.0% | -39.4% |
| YTD | -52.8% | +42.0% | -94.9% | -57.7% |
| 1Y | -58.4% | +29.9% | -88.3% | -62.0% |
| 3Y | -16.5% | +104.4% | -120.9% | -33.7% |
| 5Y | -1.2% | +191.0% | -192.2% | -29.8% |
| 10Y | +83.7% | +417.1% | -333.4% | +8.0% |
| All | +258.0% | +9,897.4% | -9,639.4% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling