+81.0%
BSX vs FISV
+3.1%
+77.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -2.1% |
| 7D | -10.1% | -2.7% | -7.4% | -9.3% |
| 30D | -16.4% | 0.0% | -16.5% | -16.6% |
| 3M | -8.9% | -2.8% | -6.1% | -8.6% |
| 6M | -38.3% | -11.8% | -26.4% | -36.3% |
| YTD | -54.9% | -23.2% | -31.7% | -51.5% |
| 1Y | -58.8% | -62.0% | +3.2% | -45.9% |
| 3Y | -21.2% | -57.6% | +36.4% | -11.1% |
| 5Y | -3.3% | -53.4% | +50.1% | -0.2% |
| All | +81.0% | +3.1% | +77.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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