-21.0%
BSX vs IYR
+28.0%
-49.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -8.2% | -2.8% | -5.4% | -7.1% |
| 30D | -15.8% | -2.5% | -13.3% | -14.9% |
| 3M | -10.8% | -3.0% | -7.9% | -9.7% |
| 6M | -38.4% | +1.6% | -40.0% | -38.7% |
| YTD | -54.8% | +7.3% | -62.1% | -56.1% |
| 1Y | -59.0% | +5.6% | -64.7% | -59.9% |
| All | -21.0% | +28.0% | -49.0% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling