+756.6%
BSX vs FIVE
+868.1%
-111.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +1.0% |
| 7D | +2.0% | +4.3% | -2.2% | +1.4% |
| 30D | +0.1% | +12.5% | -12.4% | -1.8% |
| 3M | -2.1% | +31.2% | -33.4% | -6.6% |
| 6M | -33.8% | +14.4% | -48.2% | -35.8% |
| YTD | -49.9% | +33.9% | -83.8% | -52.6% |
| 1Y | -55.4% | +65.1% | -120.5% | -59.5% |
| 3Y | -10.9% | +49.0% | -59.8% | -21.2% |
| 5Y | +6.4% | +30.3% | -23.9% | -6.5% |
| 10Y | +97.0% | +481.1% | -384.1% | +30.8% |
| All | +756.6% | +868.1% | -111.5% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling