-17.6%
BSX vs FITB
+128.2%
-145.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -7.0% | -0.4% | -6.7% | -7.0% |
| 30D | -10.9% | -5.1% | -5.8% | -10.3% |
| 3M | -8.2% | +3.5% | -11.7% | -8.7% |
| 6M | -37.5% | +17.2% | -54.7% | -39.0% |
| YTD | -52.8% | +17.6% | -70.5% | -54.3% |
| 1Y | -58.4% | +23.4% | -81.8% | -60.1% |
| All | -17.6% | +128.2% | -145.8% | -29.2% |
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