-54.4%
BSX vs FIG
-71.6%
+17.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +1.8% |
| 7D | +2.0% | -16.3% | +18.4% | +2.1% |
| 30D | +0.1% | -14.3% | +14.4% | +0.1% |
| 3M | -2.1% | +7.2% | -9.3% | -2.7% |
| 6M | -33.8% | -18.6% | -15.2% | -34.6% |
| YTD | -49.9% | -35.5% | -14.4% | -50.0% |
| 1Y | -55.4% | -55.8% | +0.3% | -55.7% |
| All | -54.4% | -71.6% | +17.2% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling