+26.4%
IWM vs BSX
-55.6%
+82.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | +0.1% | +2.0% | -2.0% | 0.0% |
| 30D | -1.3% | +0.1% | -1.4% | -1.2% |
| 3M | +1.6% | -2.1% | +3.8% | +1.8% |
| 6M | +13.6% | -33.8% | +47.4% | +15.5% |
| YTD | +20.8% | -49.9% | +70.6% | +23.9% |
| 1Y | +26.4% | -55.4% | +81.9% | +28.7% |
| All | +26.4% | -55.6% | +82.0% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling