-59.0%
BSX vs FIG
-72.7%
+13.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -0.3% |
| 7D | -10.1% | -3.8% | -6.3% | -10.1% |
| 30D | -16.4% | -2.3% | -14.1% | -16.5% |
| 3M | -8.9% | +20.0% | -28.8% | -9.4% |
| 6M | -38.3% | -16.7% | -21.6% | -38.9% |
| YTD | -54.9% | -37.9% | -17.0% | -55.0% |
| 1Y | -58.8% | -58.5% | -0.3% | -59.0% |
| All | -59.0% | -72.7% | +13.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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