-53.6%
BSX vs FDS
+31.1%
-84.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +5.0% |
| 7D | +8.0% | +9.4% | -1.4% | +7.0% |
| 30D | +8.1% | +23.8% | -15.7% | +5.8% |
| 3M | -6.7% | +25.1% | -31.8% | -8.9% |
| 6M | -19.4% | +53.8% | -73.2% | -22.3% |
| YTD | -51.9% | +19.6% | -71.5% | -52.9% |
| 1Y | -53.6% | +31.6% | -85.3% | -56.5% |
| All | -53.6% | +31.1% | -84.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling