-17.4%
BSX vs FAST
+97.8%
-115.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +3.7% | +4.2% | -0.4% | +3.2% |
| 30D | +3.1% | +6.7% | -3.6% | +2.2% |
| 3M | -14.2% | +8.0% | -22.3% | -15.1% |
| 6M | -16.4% | +27.4% | -43.9% | -18.9% |
| YTD | -53.5% | +40.5% | -94.0% | -56.0% |
| 1Y | -57.8% | +38.4% | -96.1% | -59.9% |
| 3Y | -17.4% | +98.7% | -116.1% | -27.0% |
| All | -17.4% | +97.8% | -115.2% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling