+285.9%
BSX vs IYR
+699.9%
-414.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -6.4% | -0.4% | -6.1% | -6.3% |
| 30D | -8.8% | -2.5% | -6.3% | -7.6% |
| 3M | -7.6% | +1.5% | -9.1% | -8.3% |
| 6M | -37.0% | +3.9% | -40.8% | -38.2% |
| YTD | -52.8% | +9.5% | -62.4% | -55.1% |
| 1Y | -58.4% | +7.5% | -65.9% | -60.1% |
| 3Y | -16.5% | +30.8% | -47.3% | -28.3% |
| 5Y | -1.2% | +4.8% | -6.0% | -5.6% |
| 10Y | +83.7% | +64.3% | +19.4% | +41.0% |
| All | +285.9% | +699.9% | -414.0% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling