+81.5%
BSX vs FITB
+288.7%
-207.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.6% | -4.3% |
| 7D | -8.2% | -1.0% | -7.2% | -7.9% |
| 30D | -15.8% | -5.5% | -10.3% | -14.5% |
| 3M | -10.8% | +4.1% | -15.0% | -12.1% |
| 6M | -38.4% | +18.7% | -57.1% | -41.7% |
| YTD | -54.8% | +18.2% | -73.0% | -57.4% |
| 1Y | -59.0% | +23.7% | -82.7% | -62.1% |
| 3Y | -20.0% | +130.8% | -150.8% | -40.5% |
| 5Y | -3.1% | +69.8% | -72.8% | -22.6% |
| All | +81.5% | +288.7% | -207.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling