-1.0%
BSX vs FDS
-23.5%
+22.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.7% |
| 7D | -7.0% | -8.8% | +1.7% | -5.2% |
| 30D | -10.9% | -1.4% | -9.5% | -10.8% |
| 3M | -8.2% | +13.9% | -22.0% | -11.2% |
| 6M | -37.5% | +27.4% | -64.9% | -41.5% |
| YTD | -52.8% | -2.5% | -50.4% | -52.7% |
| 1Y | -58.4% | -23.8% | -34.6% | -54.9% |
| 3Y | -16.5% | -32.5% | +15.9% | -7.0% |
| 5Y | -1.0% | -23.2% | +22.2% | +6.6% |
| All | -1.0% | -23.5% | +22.5% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling