+2,266.3%
IBM vs BSX
+1,024.7%
+1,241.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -0.3% | +2.0% | -2.3% | -0.7% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | -21.6% | -2.1% | -19.5% | -21.2% |
| 6M | -4.7% | -33.8% | +29.1% | +1.9% |
| YTD | -19.1% | -49.9% | +30.8% | -9.5% |
| 1Y | -2.5% | -55.4% | +52.9% | +11.2% |
| 3Y | +74.2% | -10.9% | +85.0% | +75.4% |
| 5Y | +113.1% | +6.4% | +106.7% | +106.9% |
| 10Y | +133.5% | +97.0% | +36.5% | +104.4% |
| All | +2,266.3% | +1,024.7% | +1,241.6% | +1,428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling