+954.1%
BSX vs FAST
+36,674.9%
-35,720.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -1.5% | +4.3% | -5.8% | -2.6% |
| 30D | +2.9% | +8.3% | -5.4% | +0.7% |
| 3M | -11.8% | +6.5% | -18.3% | -13.4% |
| 6M | -15.4% | +29.5% | -44.9% | -21.3% |
| YTD | -52.7% | +41.3% | -93.9% | -57.4% |
| 1Y | -56.0% | +37.4% | -93.4% | -60.0% |
| 3Y | -12.5% | +98.5% | -111.0% | -29.2% |
| 5Y | +7.6% | +111.1% | -103.6% | -15.5% |
| 10Y | +109.9% | +548.6% | -438.7% | +19.4% |
| All | +954.1% | +36,674.9% | -35,720.7% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling