+231.1%
BSX vs FE
+563.9%
-332.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | +4.6% | +4.3% | +0.3% | +3.0% |
| 3M | -11.4% | +0.4% | -11.8% | -11.6% |
| 6M | -17.1% | +6.9% | -24.1% | -19.3% |
| YTD | -53.1% | +8.0% | -61.1% | -54.6% |
| 1Y | -55.7% | +4.8% | -60.5% | -56.6% |
| 3Y | -13.3% | +49.0% | -62.3% | -26.4% |
| 5Y | +5.3% | +46.2% | -40.9% | -11.1% |
| 10Y | +104.3% | +120.9% | -16.6% | +41.2% |
| All | +231.1% | +563.9% | -332.8% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling