-58.8%
BSX vs FIGR
-3.1%
-55.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.3% |
| 7D | -10.1% | -3.0% | -7.1% | -10.1% |
| 30D | -16.4% | +13.7% | -30.1% | -16.1% |
| 3M | -8.9% | +23.9% | -32.8% | -8.3% |
| 6M | -38.3% | -8.4% | -29.8% | -38.5% |
| YTD | -54.9% | -14.6% | -40.3% | -54.8% |
| 1Y | -58.8% | +12.1% | -70.9% | -57.6% |
| All | -58.8% | -3.1% | -55.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling