+954.1%
BSX vs F
+434.0%
+520.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | +2.9% | +3.3% | -0.4% | +2.2% |
| 3M | -11.8% | -11.3% | -0.5% | -9.6% |
| 6M | -15.4% | +5.3% | -20.8% | -17.4% |
| YTD | -52.7% | -2.2% | -50.4% | -53.2% |
| 1Y | -56.0% | -3.5% | -52.4% | -56.3% |
| 3Y | -12.5% | +49.5% | -62.0% | -23.4% |
| 5Y | +7.6% | -13.5% | +21.1% | +2.8% |
| 10Y | +109.9% | +69.0% | +40.9% | +63.0% |
| All | +954.1% | +434.0% | +520.1% | +469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling