+113.3%
BSX vs FITB
+212.2%
-98.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +3.7% | +2.8% | +1.0% | +2.9% |
| 30D | +3.1% | +9.8% | -6.7% | +0.4% |
| 3M | -14.2% | -5.2% | -9.1% | -13.0% |
| 6M | -16.4% | +17.3% | -33.8% | -20.5% |
| YTD | -53.5% | +19.3% | -72.8% | -56.4% |
| 1Y | -57.8% | +32.7% | -90.5% | -61.7% |
| 3Y | -17.4% | +141.6% | -159.0% | -39.6% |
| 5Y | +5.4% | +48.9% | -43.5% | -12.0% |
| All | +113.3% | +212.2% | -98.9% | +29.5% |
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