+11.0%
BSX vs ITOT
+879.4%
-868.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.5% |
| 7D | -8.2% | -2.0% | -6.2% | -6.3% |
| 30D | -15.8% | -2.0% | -13.9% | -14.2% |
| 3M | -10.8% | +4.5% | -15.4% | -14.8% |
| 6M | -38.4% | +12.6% | -51.0% | -45.4% |
| YTD | -54.8% | +12.0% | -66.8% | -59.8% |
| 1Y | -59.0% | +17.3% | -76.3% | -65.3% |
| 3Y | -20.0% | +75.2% | -95.2% | -55.1% |
| 5Y | -3.1% | +74.0% | -77.1% | -46.3% |
| 10Y | +83.3% | +298.6% | -215.3% | -56.6% |
| All | +11.0% | +879.4% | -868.4% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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