-3.1%
BSX vs IT
-46.1%
+43.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | -8.2% | -12.7% | +4.5% | -5.8% |
| 30D | -15.8% | -8.9% | -6.9% | -14.5% |
| 3M | -10.8% | +10.1% | -21.0% | -13.6% |
| 6M | -38.4% | +7.3% | -45.7% | -40.4% |
| YTD | -54.8% | -32.4% | -22.4% | -51.8% |
| 1Y | -59.0% | -26.6% | -32.4% | -57.4% |
| 3Y | -20.0% | -51.8% | +31.8% | -9.4% |
| 5Y | -3.1% | -45.6% | +42.5% | +1.0% |
| All | -3.1% | -46.1% | +43.0% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling