-55.4%
BSX vs FANG
+43.7%
-99.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.7% |
| 7D | +2.0% | +0.8% | +1.3% | +2.1% |
| 30D | +0.1% | +7.6% | -7.5% | +0.3% |
| 3M | -2.1% | -1.3% | -0.9% | -2.6% |
| 6M | -33.8% | +14.7% | -48.5% | -32.9% |
| YTD | -49.9% | +34.8% | -84.7% | -48.2% |
| 1Y | -55.4% | +42.9% | -98.4% | -54.3% |
| All | -55.4% | +43.7% | -99.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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