-53.6%
BSX vs FITB
+36.9%
-90.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.9% | +5.2% |
| 7D | +8.0% | +2.3% | +5.7% | +7.9% |
| 30D | +8.1% | +7.7% | +0.3% | +7.8% |
| 3M | -6.7% | -4.5% | -2.2% | -6.7% |
| 6M | -19.4% | +12.5% | -31.9% | -19.8% |
| YTD | -51.9% | +19.8% | -71.7% | -53.6% |
| 1Y | -53.6% | +34.1% | -87.8% | -56.4% |
| All | -53.6% | +36.9% | -90.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling