+294.1%
BSX vs FDS
+10,480.1%
-10,186.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.7% | +1.5% | +2.3% | +3.3% |
| 30D | +3.1% | +14.8% | -11.7% | -0.4% |
| 3M | -14.2% | +16.3% | -30.5% | -17.7% |
| 6M | -16.4% | +66.2% | -82.7% | -27.5% |
| YTD | -53.5% | +16.2% | -69.7% | -56.3% |
| 1Y | -57.8% | +21.8% | -79.6% | -60.9% |
| 3Y | -17.4% | -23.9% | +6.4% | -14.6% |
| 5Y | +5.4% | -23.1% | +28.5% | +7.8% |
| 10Y | +106.2% | +128.7% | -22.5% | +60.0% |
| All | +294.1% | +10,480.1% | -10,186.0% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling