+222.1%
BSX vs FCUV
-95.9%
+318.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | -8.2% | -72.0% | +63.8% | -8.0% |
| 30D | -15.8% | -8.0% | -7.8% | -15.9% |
| 3M | -10.8% | +66.3% | -77.1% | -11.6% |
| 6M | -38.4% | -75.3% | +36.9% | -38.8% |
| YTD | -54.8% | -83.0% | +28.2% | -55.1% |
| 1Y | -59.0% | -94.7% | +35.6% | -59.3% |
| 3Y | -20.0% | -99.3% | +79.3% | -20.5% |
| 5Y | -3.1% | -99.9% | +96.8% | -3.6% |
| 10Y | +83.3% | -98.6% | +181.9% | +84.2% |
| All | +222.1% | -95.9% | +318.0% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling