-3.1%
BSX vs IVZ
+57.9%
-61.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -8.2% | -2.4% | -5.8% | -7.7% |
| 30D | -15.8% | +2.5% | -18.3% | -16.2% |
| 3M | -10.8% | +17.1% | -27.9% | -13.9% |
| 6M | -38.4% | +35.1% | -73.5% | -42.4% |
| YTD | -54.8% | +24.3% | -79.1% | -57.3% |
| 1Y | -59.0% | +48.7% | -107.7% | -62.9% |
| 3Y | -20.0% | +135.6% | -155.6% | -37.5% |
| 5Y | -3.1% | +60.3% | -63.4% | -17.3% |
| All | -3.1% | +57.9% | -61.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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