+324.9%
BSX vs FDS
+9,502.8%
-9,177.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.7% |
| 7D | +2.0% | -1.9% | +4.0% | +2.5% |
| 30D | +0.1% | +9.0% | -8.9% | -2.3% |
| 3M | -2.1% | +18.9% | -21.0% | -7.0% |
| 6M | -33.8% | +35.1% | -68.9% | -39.7% |
| YTD | -49.9% | +5.5% | -55.4% | -51.7% |
| 1Y | -55.4% | -16.8% | -38.6% | -54.6% |
| 3Y | -10.9% | -28.1% | +17.2% | -6.4% |
| 5Y | +6.4% | -17.4% | +23.8% | +7.0% |
| 10Y | +97.0% | +85.4% | +11.6% | +60.8% |
| All | +324.9% | +9,502.8% | -9,177.9% | +69.2% |
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