-16.0%
BSX vs FFIV
+102.3%
-118.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -1.5% | -2.9% | +1.4% | -1.2% |
| 30D | +2.9% | -32.4% | +35.4% | +7.4% |
| 3M | -11.8% | -22.7% | +10.9% | -9.3% |
| 6M | -15.4% | -10.7% | -4.8% | -14.6% |
| YTD | -52.7% | +25.4% | -78.0% | -54.5% |
| 1Y | -56.0% | +34.2% | -90.1% | -58.3% |
| All | -16.0% | +102.3% | -118.2% | -21.0% |
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