+1,016.5%
BSX vs FITB
+1,505.1%
-488.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +0.1% | -4.7% | +4.9% | +1.0% |
| 3M | -2.1% | +6.7% | -8.8% | -3.5% |
| 6M | -33.8% | +12.6% | -46.4% | -35.5% |
| YTD | -49.9% | +19.1% | -69.0% | -51.9% |
| 1Y | -55.4% | +22.6% | -78.1% | -57.5% |
| 3Y | -10.9% | +127.1% | -138.0% | -25.8% |
| 5Y | +6.4% | +71.8% | -65.4% | -8.0% |
| 10Y | +97.0% | +287.2% | -190.1% | +40.1% |
| All | +1,016.5% | +1,505.1% | -488.6% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling