+116.3%
IBM vs BSX
-5.1%
+121.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.7% | -1.4% |
| 7D | -0.3% | -8.2% | +7.9% | +1.9% |
| 30D | -1.8% | -15.8% | +14.0% | +2.5% |
| 3M | -13.5% | -10.8% | -2.6% | -11.1% |
| 6M | -5.1% | -38.4% | +33.3% | +5.9% |
| YTD | -19.4% | -54.8% | +35.4% | -2.5% |
| 1Y | -6.5% | -59.0% | +52.5% | +16.6% |
| 3Y | +73.8% | -20.0% | +93.8% | +77.1% |
| 5Y | +116.3% | -3.1% | +119.4% | +102.7% |
| All | +116.3% | -5.1% | +121.4% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling