-57.8%
BSX vs F
-6.9%
-50.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.7% | -3.1% | +6.8% | +3.9% |
| 30D | +3.1% | 0.0% | +3.1% | +3.2% |
| 3M | -14.2% | -13.2% | -1.0% | -13.8% |
| 6M | -16.4% | -10.2% | -6.2% | -16.7% |
| YTD | -53.5% | -4.9% | -48.6% | -54.1% |
| 1Y | -57.8% | -6.1% | -51.7% | -58.5% |
| All | -57.8% | -6.9% | -50.8% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling