-17.6%
BSX vs FDS
-30.3%
+12.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -5.3% |
| 7D | -6.4% | -5.4% | -1.1% | -5.7% |
| 30D | -8.8% | +1.6% | -10.4% | -9.1% |
| 3M | -7.6% | +17.7% | -25.4% | -10.0% |
| 6M | -37.0% | +29.1% | -66.0% | -39.5% |
| YTD | -52.8% | +1.0% | -53.8% | -52.5% |
| 1Y | -58.4% | -21.6% | -36.8% | -55.2% |
| All | -17.6% | -30.3% | +12.8% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling