+101.6%
BSX vs FAST
+606.6%
-505.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.0% |
| 7D | -0.7% | +3.8% | -4.5% | -1.9% |
| 30D | +3.0% | +8.1% | -5.1% | +0.4% |
| 3M | -10.7% | +5.8% | -16.5% | -12.5% |
| 6M | -18.4% | +24.9% | -43.2% | -24.3% |
| YTD | -53.8% | +38.9% | -92.8% | -59.2% |
| 1Y | -56.0% | +36.5% | -92.5% | -60.9% |
| 3Y | -14.4% | +98.1% | -112.6% | -35.3% |
| 5Y | +2.9% | +109.3% | -106.4% | -25.4% |
| 10Y | +101.6% | +547.9% | -446.4% | +5.4% |
| All | +101.6% | +606.6% | -505.0% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling