-11.3%
BSX vs F
+47.7%
-59.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.7% |
| 7D | +2.0% | +5.3% | -3.3% | +1.6% |
| 30D | +0.1% | +4.6% | -4.5% | -0.2% |
| 3M | -2.1% | -3.7% | +1.5% | -1.9% |
| 6M | -33.8% | +16.8% | -50.6% | -35.1% |
| YTD | -49.9% | +15.3% | -65.2% | -50.9% |
| 1Y | -55.4% | +31.0% | -86.5% | -57.1% |
| All | -11.3% | +47.7% | -59.0% | -16.4% |
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