+113.3%
BSX vs FE
+126.1%
-12.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +3.7% | +1.2% | +2.5% | +3.3% |
| 30D | +3.1% | +4.5% | -1.4% | +1.6% |
| 3M | -14.2% | +1.3% | -15.6% | -14.7% |
| 6M | -16.4% | +8.7% | -25.1% | -18.8% |
| YTD | -53.5% | +9.2% | -62.7% | -55.0% |
| 1Y | -57.8% | +7.0% | -64.7% | -58.8% |
| 3Y | -17.4% | +51.4% | -68.8% | -29.3% |
| 5Y | +5.4% | +47.7% | -42.3% | -9.9% |
| All | +113.3% | +126.1% | -12.8% | +77.8% |
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