+295.1%
BSX vs ITUB
+1,902.7%
-1,607.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.6% |
| 7D | -7.0% | 0.0% | -7.0% | -7.1% |
| 30D | -10.9% | +2.6% | -13.5% | -11.5% |
| 3M | -8.2% | +8.4% | -16.6% | -10.2% |
| 6M | -37.5% | -0.5% | -36.9% | -37.9% |
| YTD | -52.8% | +15.3% | -68.1% | -54.8% |
| 1Y | -58.4% | +28.7% | -87.1% | -61.3% |
| 3Y | -16.5% | +118.7% | -135.2% | -32.3% |
| 5Y | -1.0% | +182.7% | -183.7% | -26.8% |
| 10Y | +91.2% | +207.6% | -116.4% | +27.6% |
| All | +295.1% | +1,902.7% | -1,607.6% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling