+364.3%
BSX vs IVZ
+1,090.9%
-726.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.3% |
| 7D | -6.4% | +1.1% | -7.5% | -6.7% |
| 30D | -8.8% | +3.1% | -11.9% | -9.5% |
| 3M | -7.6% | +18.2% | -25.8% | -11.9% |
| 6M | -37.0% | +38.6% | -75.6% | -42.5% |
| YTD | -52.8% | +25.9% | -78.7% | -56.2% |
| 1Y | -58.4% | +51.7% | -110.1% | -63.3% |
| 3Y | -16.5% | +138.7% | -155.2% | -36.7% |
| 5Y | -1.2% | +62.8% | -64.0% | -19.3% |
| 10Y | +83.7% | +60.9% | +22.8% | +38.2% |
| All | +364.3% | +1,090.9% | -726.6% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling