-11.3%
BSX vs IWD
+73.1%
-84.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.3% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | +0.1% | +0.6% | -0.5% | -0.3% |
| 3M | -2.1% | +7.2% | -9.4% | -6.5% |
| 6M | -33.8% | +16.2% | -50.0% | -40.1% |
| YTD | -49.9% | +23.3% | -73.2% | -56.7% |
| 1Y | -55.4% | +29.6% | -85.0% | -62.9% |
| All | -11.3% | +73.1% | -84.4% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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