+1,016.5%
BSX vs FAST
+32,605.6%
-31,589.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.6% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +0.1% | -0.8% | +0.9% | +0.3% |
| 3M | -2.1% | +5.8% | -7.9% | -3.7% |
| 6M | -33.8% | +8.0% | -41.8% | -35.4% |
| YTD | -49.9% | +25.6% | -75.5% | -53.4% |
| 1Y | -55.4% | +0.8% | -56.3% | -56.1% |
| 3Y | -10.9% | +86.1% | -97.0% | -26.9% |
| 5Y | +6.4% | +100.2% | -93.8% | -15.2% |
| 10Y | +97.0% | +494.2% | -397.1% | +14.7% |
| All | +1,016.5% | +32,605.6% | -31,589.1% | +154.6% |
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