-2.8%
BSX vs ITUB
+186.2%
-188.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -10.1% | +2.2% | -12.3% | -10.4% |
| 30D | -16.4% | +12.6% | -29.0% | -17.7% |
| 3M | -8.9% | +6.4% | -15.3% | -9.9% |
| 6M | -38.3% | +0.6% | -38.9% | -38.6% |
| YTD | -54.9% | +18.8% | -73.8% | -56.2% |
| 1Y | -58.8% | +31.0% | -89.8% | -60.6% |
| 3Y | -21.2% | +118.1% | -139.3% | -30.6% |
| All | -2.8% | +186.2% | -188.9% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling