-3.1%
BSX vs FDX
+62.9%
-65.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.3% |
| 7D | -8.2% | -3.9% | -4.3% | -7.7% |
| 30D | -15.8% | -3.3% | -12.5% | -15.4% |
| 3M | -10.8% | -2.0% | -8.9% | -10.7% |
| 6M | -38.4% | +8.0% | -46.4% | -39.4% |
| YTD | -54.8% | +35.0% | -89.8% | -57.3% |
| 1Y | -59.0% | +73.7% | -132.7% | -62.9% |
| 3Y | -20.0% | +61.6% | -81.6% | -28.5% |
| 5Y | -3.1% | +65.4% | -68.4% | -18.3% |
| All | -3.1% | +62.9% | -65.9% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling