-19.0%
BSX vs F
+40.1%
-59.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | +1.8% | +1.6% | +0.3% | +1.7% |
| 30D | +2.8% | +2.6% | +0.2% | +2.6% |
| 3M | -13.3% | -8.8% | -4.5% | -12.5% |
| 6M | -23.7% | +4.6% | -28.3% | -24.5% |
| YTD | -55.2% | -1.9% | -53.3% | -55.5% |
| 1Y | -56.8% | -0.8% | -56.1% | -57.2% |
| 3Y | -19.0% | +43.5% | -62.5% | -22.6% |
| All | -19.0% | +40.1% | -59.1% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling