-21.0%
BSX vs ITUB
+120.1%
-141.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -4.4% |
| 7D | -8.2% | +1.0% | -9.2% | -8.3% |
| 30D | -15.8% | +10.7% | -26.5% | -16.8% |
| 3M | -10.8% | +10.1% | -20.9% | -12.2% |
| 6M | -38.4% | -0.1% | -38.3% | -38.6% |
| YTD | -54.8% | +18.4% | -73.2% | -56.0% |
| 1Y | -59.0% | +31.3% | -90.3% | -60.8% |
| All | -21.0% | +120.1% | -141.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 3y: compounded portfolio wealth divided by compounded ITUB 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…
3y analysis · Full analysis span regression · 6 months rolling