-21.2%
BSX vs ITW
+20.2%
-41.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -10.1% | -0.7% | -9.4% | -10.0% |
| 30D | -16.4% | -8.3% | -8.1% | -15.2% |
| 3M | -8.9% | +6.0% | -14.9% | -9.8% |
| 6M | -38.3% | 0.0% | -38.3% | -38.4% |
| YTD | -54.9% | +10.2% | -65.2% | -56.3% |
| 1Y | -58.8% | +3.2% | -62.0% | -59.4% |
| 3Y | -21.2% | +21.0% | -42.2% | -26.6% |
| All | -21.2% | +20.2% | -41.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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