+143.8%
IBM vs BSX
+83.9%
+59.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.2% | +4.1% |
| 7D | +3.6% | -10.1% | +13.7% | +7.6% |
| 30D | +3.1% | -16.4% | +19.5% | +9.7% |
| 3M | -10.8% | -8.9% | -2.0% | -7.8% |
| 6M | -0.8% | -38.3% | +37.5% | +16.4% |
| YTD | -16.2% | -54.9% | +38.7% | +9.8% |
| 1Y | -2.9% | -58.8% | +55.9% | +31.6% |
| 3Y | +79.8% | -21.2% | +101.1% | +85.0% |
| 5Y | +124.9% | -3.3% | +128.2% | +108.0% |
| All | +143.8% | +83.9% | +59.9% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling