-2.5%
BSX vs FERG
+66.4%
-68.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -8.2% | -1.0% | -7.2% | -8.0% |
| 30D | -15.8% | -11.8% | -4.0% | -13.8% |
| 3M | -10.8% | -1.2% | -9.6% | -10.8% |
| 6M | -38.4% | -2.3% | -36.1% | -38.4% |
| YTD | -54.8% | +0.8% | -55.6% | -55.3% |
| 1Y | -59.0% | +0.5% | -59.5% | -59.6% |
| 3Y | -20.0% | +51.4% | -71.4% | -31.5% |
| All | -2.5% | +66.4% | -68.9% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling