+950.2%
BSX vs ITW
+6,339.7%
-5,389.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -7.0% | -1.9% | -5.2% | -6.3% |
| 30D | -10.9% | -10.4% | -0.5% | -6.6% |
| 3M | -8.2% | +3.5% | -11.7% | -9.8% |
| 6M | -37.5% | -3.4% | -34.1% | -36.9% |
| YTD | -52.8% | +8.5% | -61.4% | -55.1% |
| 1Y | -58.4% | +3.2% | -61.6% | -59.6% |
| 3Y | -16.5% | +18.9% | -35.4% | -25.0% |
| 5Y | -1.0% | +35.0% | -36.0% | -17.0% |
| 10Y | +91.2% | +188.6% | -97.4% | +13.3% |
| All | +950.2% | +6,339.7% | -5,389.5% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling