+91.2%
BSX vs FAST
+506.2%
-414.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -7.0% | +1.8% | -8.8% | -7.6% |
| 30D | -10.9% | -6.4% | -4.5% | -9.0% |
| 3M | -8.2% | +5.3% | -13.5% | -9.8% |
| 6M | -37.5% | +5.4% | -42.9% | -38.9% |
| YTD | -52.8% | +23.6% | -76.4% | -56.7% |
| 1Y | -58.4% | +4.1% | -62.5% | -59.5% |
| 3Y | -16.5% | +92.4% | -108.9% | -36.7% |
| 5Y | -1.0% | +106.1% | -107.1% | -28.2% |
| 10Y | +91.2% | +524.1% | -432.9% | -0.9% |
| All | +91.2% | +506.2% | -414.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FAST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling