-59.0%
BSX vs FFIV
+22.0%
-81.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.2% |
| 7D | -8.2% | +1.6% | -9.8% | -8.1% |
| 30D | -15.8% | -3.7% | -12.1% | -15.9% |
| 3M | -10.8% | +2.0% | -12.8% | -11.1% |
| 6M | -38.4% | +39.3% | -77.7% | -37.4% |
| YTD | -54.8% | +56.1% | -110.9% | -54.1% |
| 1Y | -59.0% | +22.0% | -81.0% | -58.6% |
| All | -59.0% | +22.0% | -81.1% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling