-21.0%
BSX vs FFIV
+147.5%
-168.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -8.2% | +1.6% | -9.8% | -8.4% |
| 30D | -15.8% | -3.7% | -12.1% | -15.5% |
| 3M | -10.8% | +2.0% | -12.8% | -11.4% |
| 6M | -38.4% | +39.3% | -77.7% | -41.1% |
| YTD | -54.8% | +56.1% | -110.9% | -57.8% |
| 1Y | -59.0% | +22.0% | -81.0% | -60.0% |
| All | -21.0% | +147.5% | -168.5% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling