+104.3%
BSX vs FIX
+3,723.8%
-3,619.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +2.8% | -13.9% | +16.7% | +4.9% |
| 30D | +4.6% | -35.5% | +40.2% | +12.1% |
| 3M | -11.4% | -33.9% | +22.5% | -6.0% |
| 6M | -17.1% | -43.3% | +26.2% | -10.6% |
| YTD | -53.1% | +18.7% | -71.8% | -57.5% |
| 1Y | -55.7% | +13.8% | -69.5% | -59.7% |
| 3Y | -13.3% | +495.0% | -508.3% | -52.9% |
| 5Y | +5.3% | +1,049.0% | -1,043.7% | -54.9% |
| 10Y | +104.3% | +3,644.4% | -3,540.1% | -40.6% |
| All | +104.3% | +3,723.8% | -3,619.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling