-13.3%
BSX vs FICO
-24.1%
+10.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.5% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | +4.6% | +9.4% | -4.8% | +3.8% |
| 3M | -11.4% | -30.4% | +19.0% | -9.5% |
| 6M | -17.1% | -35.1% | +18.0% | -15.1% |
| YTD | -53.1% | -56.8% | +3.7% | -49.7% |
| 1Y | -55.7% | -58.4% | +2.7% | -52.2% |
| 3Y | -13.3% | -26.7% | +13.4% | -19.5% |
| All | -13.3% | -24.1% | +10.8% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling