-55.4%
BSX vs FDX
+80.8%
-136.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +2.0% | -2.5% | +4.6% | +2.0% |
| 30D | +0.1% | +3.8% | -3.7% | +0.3% |
| 3M | -2.1% | -1.3% | -0.8% | -2.1% |
| 6M | -33.8% | +5.0% | -38.8% | -33.9% |
| YTD | -49.9% | +39.6% | -89.5% | -51.8% |
| 1Y | -55.4% | +81.1% | -136.6% | -59.8% |
| All | -55.4% | +80.8% | -136.2% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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