+94.0%
BSX vs FICO
+512.2%
-418.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +1.8% | -0.9% | +2.8% | +2.0% |
| 30D | +2.8% | +3.3% | -0.5% | +1.4% |
| 3M | -13.3% | -31.7% | +18.4% | -7.3% |
| 6M | -23.7% | -34.0% | +10.3% | -18.8% |
| YTD | -55.2% | -58.3% | +3.2% | -46.7% |
| 1Y | -56.8% | -57.9% | +1.1% | -49.0% |
| 3Y | -19.0% | -24.1% | +5.0% | -26.5% |
| 5Y | -0.9% | +85.3% | -86.3% | -39.9% |
| All | +94.0% | +512.2% | -418.2% | -36.2% |
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