+114.0%
BSX vs FFIV
+5,932.0%
-5,818.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | +3.7% | -0.5% | +4.3% | +3.8% |
| 30D | +3.1% | -32.4% | +35.5% | +7.9% |
| 3M | -14.2% | -25.7% | +11.5% | -11.4% |
| 6M | -16.4% | -13.5% | -2.9% | -15.4% |
| YTD | -53.5% | +21.1% | -74.6% | -55.1% |
| 1Y | -57.8% | +29.4% | -87.2% | -59.5% |
| 3Y | -17.4% | +94.9% | -112.3% | -25.4% |
| 5Y | +5.4% | +34.7% | -29.3% | -1.0% |
| 10Y | +106.2% | +119.0% | -12.8% | +81.2% |
| All | +114.0% | +5,932.0% | -5,818.0% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling