-11.3%
BSX vs FAST
+93.0%
-104.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +0.1% | -0.8% | +0.9% | +0.2% |
| 3M | -2.1% | +5.8% | -7.9% | -2.7% |
| 6M | -33.8% | +8.0% | -41.8% | -34.4% |
| YTD | -49.9% | +25.6% | -75.5% | -51.5% |
| 1Y | -55.4% | +0.8% | -56.3% | -55.4% |
| All | -11.3% | +93.0% | -104.3% | -12.4% |
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 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