-1.0%
BSX vs FFIV
+100.0%
-101.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.8% |
| 7D | -7.0% | +3.5% | -10.5% | -7.7% |
| 30D | -10.9% | -1.3% | -9.6% | -10.8% |
| 3M | -8.2% | +2.4% | -10.5% | -9.1% |
| 6M | -37.5% | +41.8% | -79.3% | -42.3% |
| YTD | -52.8% | +58.5% | -111.4% | -57.9% |
| 1Y | -58.4% | +24.3% | -82.7% | -60.7% |
| 3Y | -16.5% | +152.0% | -168.6% | -36.0% |
| 5Y | -1.0% | +99.1% | -100.1% | -22.0% |
| All | -1.0% | +100.0% | -101.0% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling