-19.0%
BSX vs FIVE
+34.8%
-53.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +2.8% | +17.7% | -14.8% | +1.7% |
| 3M | -13.3% | +4.0% | -17.3% | -13.5% |
| 6M | -23.7% | +2.6% | -26.3% | -23.9% |
| YTD | -55.2% | +27.6% | -82.7% | -55.9% |
| 1Y | -56.8% | +59.9% | -116.8% | -58.1% |
| 3Y | -19.0% | +35.8% | -54.8% | -22.4% |
| All | -19.0% | +34.8% | -53.9% | -22.4% |
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 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