+2,406.8%
IBM vs BSX
+943.3%
+1,463.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +3.7% | -2.2% | +0.9% |
| 30D | +9.2% | +3.1% | +6.1% | +8.4% |
| 3M | +4.9% | -14.2% | +19.2% | +7.5% |
| 6M | +16.8% | -16.4% | +33.2% | +20.0% |
| YTD | -14.3% | -53.5% | +39.2% | -3.1% |
| 1Y | -16.7% | -57.8% | +41.1% | -4.3% |
| 3Y | +82.2% | -17.4% | +99.7% | +85.8% |
| 5Y | +149.9% | +5.4% | +144.6% | +142.8% |
| 10Y | +142.6% | +106.2% | +36.3% | +111.1% |
| All | +2,406.8% | +943.3% | +1,463.5% | +1,537.0% |
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