+7.3%
BSX vs FICO
+91.4%
-84.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +3.7% | +2.2% | +1.5% | +3.5% |
| 30D | +3.1% | +0.1% | +3.0% | +2.9% |
| 3M | -14.2% | -35.2% | +20.9% | -10.5% |
| 6M | -16.4% | -32.4% | +15.9% | -13.8% |
| YTD | -53.5% | -57.4% | +3.9% | -48.8% |
| 1Y | -57.8% | -58.5% | +0.8% | -53.3% |
| 3Y | -17.4% | -28.9% | +11.4% | -20.4% |
| All | +7.3% | +91.4% | -84.2% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling