+755.3%
IVV vs BSX
+253.2%
+502.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -0.6% | +2.8% | -3.4% | -1.4% |
| 30D | -3.7% | +4.6% | -8.3% | -5.1% |
| 3M | -2.7% | -11.4% | +8.7% | 0.0% |
| 6M | +2.2% | -17.1% | +19.4% | +6.3% |
| YTD | +10.9% | -53.1% | +64.0% | +33.5% |
| 1Y | +11.3% | -55.7% | +67.0% | +36.1% |
| 3Y | +76.9% | -13.3% | +90.2% | +77.6% |
| 5Y | +73.5% | +5.3% | +68.2% | +63.8% |
| 10Y | +307.4% | +104.3% | +203.1% | +218.6% |
| All | +755.3% | +253.2% | +502.1% | +381.2% |
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