+130.7%
BSX vs FFIV
+7,518.9%
-7,388.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | -1.0% | +3.0% | +2.2% |
| 30D | +0.1% | -5.1% | +5.2% | +0.7% |
| 3M | -2.1% | -4.5% | +2.3% | -1.8% |
| 6M | -33.8% | +36.5% | -70.3% | -36.6% |
| YTD | -49.9% | +53.0% | -102.8% | -52.8% |
| 1Y | -55.4% | +24.2% | -79.7% | -57.0% |
| 3Y | -10.9% | +137.2% | -148.1% | -21.1% |
| 5Y | +6.4% | +91.8% | -85.4% | -4.0% |
| 10Y | +97.0% | +215.2% | -118.1% | +66.3% |
| All | +130.7% | +7,518.9% | -7,388.2% | +33.5% |
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