+81.0%
BSX vs FDX
+182.5%
-101.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -10.1% | -3.3% | -6.8% | -9.3% |
| 30D | -16.4% | -4.5% | -11.9% | -15.5% |
| 3M | -8.9% | -7.3% | -1.5% | -7.4% |
| 6M | -38.3% | +7.5% | -45.8% | -40.0% |
| YTD | -54.9% | +35.1% | -90.0% | -58.8% |
| 1Y | -58.8% | +71.4% | -130.2% | -64.8% |
| 3Y | -21.2% | +60.8% | -82.0% | -33.7% |
| 5Y | -3.3% | +65.5% | -68.8% | -21.9% |
| All | +81.0% | +182.5% | -101.5% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling