+1,016.5%
BSX vs F
+529.7%
+486.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.5% |
| 7D | +2.0% | +5.3% | -3.3% | +0.9% |
| 30D | +0.1% | +4.6% | -4.5% | -0.9% |
| 3M | -2.1% | -3.7% | +1.5% | -1.6% |
| 6M | -33.8% | +16.8% | -50.6% | -36.8% |
| YTD | -49.9% | +15.3% | -65.2% | -52.1% |
| 1Y | -55.4% | +31.0% | -86.5% | -58.8% |
| 3Y | -10.9% | +45.4% | -56.3% | -21.6% |
| 5Y | +6.4% | +54.7% | -48.3% | -11.0% |
| 10Y | +97.0% | +98.2% | -1.2% | +48.0% |
| All | +1,016.5% | +529.7% | +486.8% | +483.1% |
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