+22.8%
IGV vs BSX
-3.6%
+26.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.9% |
| 7D | -5.4% | -8.2% | +2.8% | -2.4% |
| 30D | -2.6% | -15.8% | +13.2% | +3.5% |
| 3M | +10.5% | -10.8% | +21.4% | +14.6% |
| 6M | +18.2% | -38.4% | +56.6% | +41.3% |
| YTD | -4.2% | -54.8% | +50.6% | +31.5% |
| 1Y | -9.8% | -59.0% | +49.2% | +30.4% |
| 3Y | +39.1% | -20.0% | +59.1% | +33.6% |
| All | +22.8% | -3.6% | +26.4% | +0.6% |
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 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