+1,016.5%
BSX vs FICO
+55,073.5%
-54,057.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +5.0% |
| 7D | +2.0% | -19.2% | +21.2% | +5.8% |
| 30D | +0.1% | -14.6% | +14.7% | +2.6% |
| 3M | -2.1% | -20.1% | +17.9% | +0.9% |
| 6M | -33.8% | -36.3% | +2.5% | -29.4% |
| YTD | -49.9% | -44.9% | -5.0% | -45.3% |
| 1Y | -55.4% | -38.6% | -16.8% | -52.8% |
| 3Y | -10.9% | +4.0% | -14.8% | -17.2% |
| 5Y | +6.4% | +99.5% | -93.1% | -15.6% |
| 10Y | +97.0% | +604.7% | -507.6% | +21.8% |
| All | +1,016.5% | +55,073.5% | -54,057.0% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling