+935.7%
BSX vs FDX
+4,656.1%
-3,720.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +3.7% | +5.2% | -1.5% | +2.2% |
| 30D | +3.1% | +11.3% | -8.2% | -0.1% |
| 3M | -14.2% | -4.1% | -10.1% | -13.2% |
| 6M | -16.4% | +9.6% | -26.1% | -19.3% |
| YTD | -53.5% | +40.9% | -94.4% | -58.8% |
| 1Y | -57.8% | +53.0% | -110.8% | -63.5% |
| 3Y | -17.4% | +74.1% | -91.5% | -34.1% |
| 5Y | +5.4% | +75.1% | -69.7% | -18.9% |
| 10Y | +106.2% | +156.9% | -50.7% | +30.3% |
| All | +935.7% | +4,656.1% | -3,720.4% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling