-2.5%
IBM vs BSX
-55.6%
+53.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -0.3% | +2.0% | -2.3% | -0.6% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | -21.6% | -2.1% | -19.5% | -22.2% |
| 6M | -4.7% | -33.8% | +29.1% | -3.5% |
| YTD | -19.1% | -49.9% | +30.8% | -15.3% |
| 1Y | -2.5% | -55.4% | +52.9% | +7.1% |
| All | -2.5% | -55.6% | +53.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 1y: compounded portfolio wealth divided by compounded BSX 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…
1y analysis · Full analysis span regression · 6 months rolling