+104.3%
BSX vs FIVE
+562.8%
-458.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +2.8% | +7.3% | -4.6% | +1.5% |
| 30D | +4.6% | +18.1% | -13.4% | +1.5% |
| 3M | -11.4% | +7.7% | -19.1% | -12.7% |
| 6M | -17.1% | +13.6% | -30.7% | -19.5% |
| YTD | -53.1% | +34.6% | -87.7% | -56.0% |
| 1Y | -55.7% | +66.2% | -122.0% | -60.1% |
| 3Y | -13.3% | +43.5% | -56.8% | -23.3% |
| 5Y | +5.3% | +20.7% | -15.4% | -6.5% |
| 10Y | +104.3% | +541.5% | -437.2% | +32.4% |
| All | +104.3% | +562.8% | -458.5% | +32.4% |
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