+81.0%
BSX vs IYR
+69.7%
+11.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -10.1% | -1.4% | -8.7% | -9.2% |
| 30D | -16.4% | -2.7% | -13.7% | -14.9% |
| 3M | -8.9% | -2.1% | -6.8% | -7.6% |
| 6M | -38.3% | +3.6% | -41.9% | -39.8% |
| YTD | -54.9% | +8.1% | -63.1% | -57.5% |
| 1Y | -58.8% | +4.7% | -63.5% | -60.3% |
| 3Y | -21.2% | +29.1% | -50.3% | -35.7% |
| 5Y | -3.3% | +6.9% | -10.3% | -10.2% |
| All | +81.0% | +69.7% | +11.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling