+776.1%
IVV vs BSX
+277.7%
+498.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | +0.1% | +2.0% | -1.9% | -0.5% |
| 30D | +0.1% | +0.1% | -0.1% | -0.2% |
| 3M | +2.0% | -2.1% | +4.1% | +2.1% |
| 6M | +13.0% | -33.8% | +46.8% | +25.1% |
| YTD | +13.6% | -49.9% | +63.5% | +34.9% |
| 1Y | +20.1% | -55.4% | +75.5% | +47.1% |
| 3Y | +77.6% | -10.9% | +88.5% | +77.5% |
| 5Y | +82.5% | +6.4% | +76.1% | +72.4% |
| 10Y | +316.5% | +97.0% | +219.5% | +229.2% |
| All | +776.1% | +277.7% | +498.4% | +386.0% |
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