+1,745.3%
BSX vs IT
+5,645.5%
-3,900.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.4% | +1.5% | -4.3% |
| 7D | -6.4% | -9.1% | +2.7% | -4.6% |
| 30D | -8.8% | -7.0% | -1.8% | -7.6% |
| 3M | -7.6% | +7.6% | -15.3% | -10.1% |
| 6M | -37.0% | +2.1% | -39.1% | -38.4% |
| YTD | -52.8% | -31.6% | -21.2% | -50.2% |
| 1Y | -58.4% | -29.9% | -28.5% | -56.5% |
| 3Y | -16.5% | -51.3% | +34.8% | -7.5% |
| 5Y | -1.2% | -44.8% | +43.6% | +5.3% |
| 10Y | +83.7% | +91.4% | -7.6% | +47.9% |
| All | +1,745.3% | +5,645.5% | -3,900.1% | +585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling