+113.3%
BSX vs FIVE
+504.2%
-390.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +3.7% | +2.7% | +1.1% | +3.2% |
| 30D | +3.1% | +12.7% | -9.5% | +0.9% |
| 3M | -14.2% | +2.1% | -16.3% | -14.6% |
| 6M | -16.4% | +17.5% | -33.9% | -19.3% |
| YTD | -53.5% | +31.0% | -84.5% | -56.2% |
| 1Y | -57.8% | +67.7% | -125.5% | -62.0% |
| 3Y | -17.4% | +43.4% | -60.8% | -27.1% |
| 5Y | +5.4% | +18.1% | -12.7% | -6.1% |
| All | +113.3% | +504.2% | -390.9% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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