-55.7%
BSX vs FIVE
+63.0%
-118.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +2.8% | +7.3% | -4.6% | +1.8% |
| 30D | +4.6% | +18.1% | -13.4% | +2.6% |
| 3M | -11.4% | +7.7% | -19.1% | -12.3% |
| 6M | -17.1% | +13.6% | -30.7% | -18.2% |
| YTD | -53.1% | +34.6% | -87.7% | -54.6% |
| 1Y | -55.7% | +66.2% | -122.0% | -58.4% |
| All | -55.7% | +63.0% | -118.7% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling