+397.6%
BSX vs FERG
+1,335.0%
-937.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | -6.4% | +3.4% | -9.8% | -6.7% |
| 30D | -8.8% | -11.5% | +2.7% | -7.9% |
| 3M | -7.6% | +1.3% | -8.9% | -7.8% |
| 6M | -37.0% | -1.0% | -36.0% | -37.0% |
| YTD | -52.8% | +3.2% | -56.0% | -53.1% |
| 1Y | -58.4% | -3.0% | -55.4% | -58.5% |
| 3Y | -16.5% | +55.0% | -71.5% | -20.2% |
| 5Y | -1.2% | +72.6% | -73.8% | -7.1% |
| 10Y | +83.7% | +358.9% | -275.2% | +66.3% |
| All | +397.6% | +1,335.0% | -937.5% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling