-53.6%
BSX vs IT
-17.9%
-35.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.9% | +5.1% |
| 7D | +8.0% | -5.5% | +13.5% | +8.7% |
| 30D | +8.1% | +10.3% | -2.3% | +6.8% |
| 3M | -6.7% | +11.5% | -18.2% | -8.1% |
| 6M | -19.4% | +40.3% | -59.7% | -23.5% |
| YTD | -51.9% | -17.9% | -34.1% | -52.0% |
| 1Y | -53.6% | -8.8% | -44.8% | -54.4% |
| All | -53.6% | -17.9% | -35.7% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling