+89.3%
BSX vs FFIV
+243.4%
-154.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.1% |
| 7D | -7.0% | +3.5% | -10.5% | -8.0% |
| 30D | -10.9% | -1.3% | -9.6% | -10.8% |
| 3M | -8.2% | +2.4% | -10.5% | -9.4% |
| 6M | -37.5% | +41.8% | -79.3% | -44.2% |
| YTD | -52.8% | +58.5% | -111.4% | -59.7% |
| 1Y | -58.4% | +24.3% | -82.7% | -61.9% |
| 3Y | -16.5% | +152.0% | -168.6% | -41.0% |
| 5Y | -1.0% | +99.1% | -100.1% | -25.8% |
| All | +89.3% | +243.4% | -154.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling