-1.2%
BSX vs FIVE
+38.7%
-39.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.0% |
| 7D | -6.4% | +3.7% | -10.1% | -6.8% |
| 30D | -8.8% | +4.0% | -12.8% | -9.2% |
| 3M | -7.6% | +36.2% | -43.9% | -10.9% |
| 6M | -37.0% | +18.0% | -55.0% | -38.4% |
| YTD | -52.8% | +34.9% | -87.7% | -54.7% |
| 1Y | -58.4% | +67.9% | -126.3% | -61.1% |
| 3Y | -16.5% | +57.3% | -73.8% | -23.3% |
| 5Y | -1.2% | +39.5% | -40.7% | -10.8% |
| All | -1.2% | +38.7% | -39.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling