-58.8%
BSX vs FERG
+1.0%
-59.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -10.1% | -2.6% | -7.5% | -9.9% |
| 30D | -16.4% | -8.9% | -7.5% | -15.8% |
| 3M | -8.9% | -2.0% | -6.8% | -8.7% |
| 6M | -38.3% | -3.2% | -35.1% | -38.1% |
| YTD | -54.9% | +1.5% | -56.4% | -55.3% |
| 1Y | -58.8% | +0.5% | -59.3% | -59.0% |
| All | -58.8% | +1.0% | -59.8% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling