+95.8%
BSX vs FICO
+606.0%
-510.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +6.1% |
| 7D | +2.0% | -19.2% | +21.2% | +7.2% |
| 30D | +0.1% | -14.6% | +14.7% | +3.4% |
| 3M | -2.1% | -20.1% | +17.9% | +1.9% |
| 6M | -33.8% | -36.3% | +2.5% | -27.6% |
| YTD | -49.9% | -44.9% | -5.0% | -43.2% |
| 1Y | -55.4% | -38.6% | -16.8% | -51.9% |
| 3Y | -10.9% | +4.0% | -14.8% | -24.2% |
| 5Y | +6.4% | +99.5% | -93.1% | -32.9% |
| All | +95.8% | +606.0% | -510.2% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling