+7.3%
BSX vs FIS
-71.2%
+78.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -0.4% |
| 7D | +3.7% | +2.8% | +0.9% | +3.2% |
| 30D | +3.1% | -16.7% | +19.8% | +5.0% |
| 3M | -14.2% | -32.3% | +18.1% | -9.0% |
| 6M | -16.4% | -29.1% | +12.6% | -12.3% |
| YTD | -53.5% | -54.1% | +0.6% | -47.2% |
| 1Y | -57.8% | -53.7% | -4.0% | -52.1% |
| 3Y | -17.4% | -38.8% | +21.4% | -11.9% |
| All | +7.3% | -71.2% | +78.5% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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