+101.6%
BSX vs FICO
+544.0%
-442.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.2% | +2.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +3.0% | +8.4% | -5.4% | +0.6% |
| 3M | -10.7% | -30.5% | +19.8% | -4.9% |
| 6M | -18.4% | -35.7% | +17.3% | -12.4% |
| YTD | -53.8% | -57.2% | +3.4% | -45.5% |
| 1Y | -56.0% | -58.4% | +2.4% | -47.6% |
| 3Y | -14.4% | -24.8% | +10.4% | -21.7% |
| 5Y | +2.9% | +79.3% | -76.4% | -36.3% |
| 10Y | +101.6% | +531.6% | -430.1% | -35.6% |
| All | +101.6% | +544.0% | -442.4% | -35.6% |
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