+91.2%
BSX vs FE
+110.4%
-19.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -7.0% | -0.2% | -6.9% | -7.0% |
| 30D | -10.9% | -1.2% | -9.7% | -10.6% |
| 3M | -8.2% | +1.7% | -9.8% | -8.8% |
| 6M | -37.5% | -7.5% | -30.0% | -36.0% |
| YTD | -52.8% | +6.3% | -59.2% | -53.9% |
| 1Y | -58.4% | +10.9% | -69.3% | -59.9% |
| 3Y | -16.5% | +46.9% | -63.5% | -27.9% |
| 5Y | -1.0% | +47.6% | -48.6% | -15.4% |
| 10Y | +91.2% | +114.5% | -23.2% | +56.9% |
| All | +91.2% | +110.4% | -19.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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