-19.0%
BSX vs FE
+44.1%
-63.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +1.8% | 0.0% | +1.9% | +1.9% |
| 30D | +2.8% | +5.2% | -2.4% | +1.7% |
| 3M | -13.3% | 0.0% | -13.3% | -13.3% |
| 6M | -23.7% | +5.0% | -28.7% | -24.5% |
| YTD | -55.2% | +7.9% | -63.1% | -55.9% |
| 1Y | -56.8% | +6.3% | -63.2% | -57.5% |
| 3Y | -19.0% | +46.0% | -65.1% | -24.0% |
| All | -19.0% | +44.1% | -63.1% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling