-17.4%
BSX vs FITB
+144.0%
-161.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +3.7% | +2.8% | +1.0% | +3.3% |
| 30D | +3.1% | +9.8% | -6.7% | +1.9% |
| 3M | -14.2% | -5.2% | -9.1% | -13.7% |
| 6M | -16.4% | +17.3% | -33.8% | -18.3% |
| YTD | -53.5% | +19.3% | -72.8% | -55.0% |
| 1Y | -57.8% | +32.7% | -90.5% | -59.9% |
| 3Y | -17.4% | +141.6% | -159.0% | -23.2% |
| All | -17.4% | +144.0% | -161.5% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling