-58.7%
BSX vs FIGR
+1.6%
-60.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -4.2% |
| 7D | -8.2% | +1.0% | -9.2% | -8.2% |
| 30D | -15.8% | +31.4% | -47.2% | -15.3% |
| 3M | -10.8% | +30.3% | -41.1% | -10.2% |
| 6M | -38.4% | -7.6% | -30.8% | -38.6% |
| YTD | -54.8% | -10.5% | -44.3% | -54.6% |
| All | -58.7% | +1.6% | -60.3% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling