-11.3%
BSX vs FIVE
+56.0%
-67.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +1.5% |
| 7D | +2.0% | +4.3% | -2.2% | +1.8% |
| 30D | +0.1% | +12.5% | -12.4% | -0.6% |
| 3M | -2.1% | +31.2% | -33.4% | -3.8% |
| 6M | -33.8% | +14.4% | -48.2% | -34.5% |
| YTD | -49.9% | +33.9% | -83.8% | -50.9% |
| 1Y | -55.4% | +65.1% | -120.5% | -57.0% |
| All | -11.3% | +56.0% | -67.3% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling