+419.6%
BSX vs FIS
+374.5%
+45.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | +2.0% | +1.1% | +1.0% | +1.6% |
| 30D | +0.1% | -2.2% | +2.3% | +0.7% |
| 3M | -2.1% | +2.1% | -4.3% | -3.4% |
| 6M | -33.8% | -14.7% | -19.1% | -30.4% |
| YTD | -49.9% | -35.7% | -14.2% | -41.8% |
| 1Y | -55.4% | -37.1% | -18.4% | -48.0% |
| 3Y | -10.9% | -20.0% | +9.2% | -7.4% |
| 5Y | +6.4% | -62.1% | +68.5% | +40.2% |
| 10Y | +97.0% | -37.4% | +134.4% | +112.9% |
| All | +419.6% | +374.5% | +45.0% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling