+78.8%
IVV vs BSX
-16.1%
+94.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.4% |
| 7D | +0.5% | -6.4% | +7.0% | +1.6% |
| 30D | -1.0% | -8.8% | +7.8% | +0.4% |
| 3M | +3.9% | -7.6% | +11.5% | +5.1% |
| 6M | +14.5% | -37.0% | +51.5% | +24.8% |
| YTD | +12.9% | -52.8% | +65.7% | +32.1% |
| 1Y | +19.4% | -58.4% | +77.8% | +46.1% |
| 3Y | +78.8% | -16.5% | +95.3% | +82.8% |
| All | +78.8% | -16.1% | +94.9% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling