+39.6%
IWM vs BSX
-1.0%
+40.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -1.1% | -7.0% | +5.9% | +0.9% |
| 30D | -3.1% | -10.9% | +7.8% | +0.1% |
| 3M | +2.2% | -8.2% | +10.4% | +4.4% |
| 6M | +15.1% | -37.5% | +52.5% | +32.8% |
| YTD | +18.6% | -52.8% | +71.4% | +51.2% |
| 1Y | +24.0% | -58.4% | +82.4% | +67.1% |
| 3Y | +63.7% | -16.5% | +80.3% | +54.1% |
| All | +39.6% | -1.0% | +40.6% | +12.9% |
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