-1.2%
BSX vs FE
+48.2%
-49.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.7% |
| 7D | -6.4% | +0.6% | -7.1% | -6.6% |
| 30D | -8.8% | -2.1% | -6.6% | -8.2% |
| 3M | -7.6% | +2.6% | -10.3% | -8.4% |
| 6M | -37.0% | -6.8% | -30.2% | -35.8% |
| YTD | -52.8% | +6.9% | -59.7% | -53.8% |
| 1Y | -58.4% | +11.6% | -70.0% | -59.8% |
| 3Y | -16.5% | +47.7% | -64.2% | -27.2% |
| 5Y | -1.2% | +46.2% | -47.4% | -16.4% |
| All | -1.2% | +48.2% | -49.3% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling