+81.0%
BSX vs FCUV
-98.6%
+179.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.3% |
| 7D | -10.1% | -66.5% | +56.4% | -9.9% |
| 30D | -16.4% | +5.0% | -21.4% | -16.5% |
| 3M | -8.9% | +63.8% | -72.7% | -10.0% |
| 6M | -38.3% | -67.8% | +29.6% | -38.9% |
| YTD | -54.9% | -82.4% | +27.5% | -55.3% |
| 1Y | -58.8% | -94.7% | +35.9% | -59.1% |
| 3Y | -21.2% | -99.3% | +78.0% | -21.8% |
| 5Y | -3.3% | -99.9% | +96.5% | -4.0% |
| All | +81.0% | -98.6% | +179.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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