+0.6%
BSX vs FGI
-70.6%
+71.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.5% | -4.2% |
| 7D | +1.8% | -7.0% | +8.8% | +1.8% |
| 30D | +2.8% | -4.2% | +7.0% | +2.8% |
| 3M | -13.3% | +55.6% | -68.9% | -13.1% |
| 6M | -23.7% | -3.2% | -20.5% | -23.7% |
| YTD | -55.2% | +29.1% | -84.3% | -55.2% |
| 1Y | -56.8% | +51.0% | -107.8% | -56.9% |
| 3Y | -19.0% | +1.5% | -20.6% | -18.8% |
| All | +0.6% | -70.6% | +71.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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