+382.0%
BSX vs FIS
+238.5%
+143.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -1.2% |
| 7D | +3.7% | +2.8% | +0.9% | +2.5% |
| 30D | +3.1% | -16.7% | +19.8% | +7.6% |
| 3M | -14.2% | -32.3% | +18.1% | -3.6% |
| 6M | -16.4% | -29.1% | +12.6% | -8.1% |
| YTD | -53.5% | -54.1% | +0.6% | -40.4% |
| 1Y | -57.8% | -53.7% | -4.0% | -46.1% |
| 3Y | -17.4% | -38.8% | +21.4% | -7.7% |
| 5Y | +5.4% | -71.1% | +76.5% | +49.3% |
| 10Y | +106.2% | -53.1% | +159.3% | +141.6% |
| All | +382.0% | +238.5% | +143.5% | +234.2% |
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