-21.2%
BSX vs FANG
+45.3%
-66.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -10.1% | +2.9% | -13.0% | -10.3% |
| 30D | -16.4% | +2.6% | -19.0% | -16.6% |
| 3M | -8.9% | +7.6% | -16.5% | -9.6% |
| 6M | -38.3% | +17.3% | -55.6% | -39.3% |
| YTD | -54.9% | +38.7% | -93.6% | -56.4% |
| 1Y | -58.8% | +51.6% | -110.5% | -60.7% |
| 3Y | -21.2% | +50.0% | -71.2% | -22.6% |
| All | -21.2% | +45.3% | -66.5% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling