+91.3%
BSX vs F
+88.2%
+3.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.7% | -5.0% |
| 7D | -6.4% | +1.2% | -7.6% | -6.7% |
| 30D | -8.8% | +1.2% | -10.0% | -9.0% |
| 3M | -7.6% | -5.7% | -2.0% | -6.6% |
| 6M | -37.0% | +17.9% | -54.9% | -40.1% |
| YTD | -52.8% | +10.4% | -63.2% | -54.6% |
| 1Y | -58.4% | +25.3% | -83.7% | -61.4% |
| 3Y | -16.5% | +37.5% | -54.0% | -26.7% |
| 5Y | -1.2% | +46.5% | -47.7% | -20.0% |
| All | +91.3% | +88.2% | +3.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling