+83.7%
BSX vs FIX
+5,976.4%
-5,892.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.3% | -6.4% |
| 7D | -6.4% | +6.1% | -12.5% | -7.6% |
| 30D | -8.8% | -2.7% | -6.1% | -8.5% |
| 3M | -7.6% | -10.9% | +3.3% | -6.9% |
| 6M | -37.0% | +29.0% | -66.0% | -41.9% |
| YTD | -52.8% | +76.9% | -129.7% | -59.6% |
| 1Y | -58.4% | +130.7% | -189.2% | -67.1% |
| 3Y | -16.5% | +790.7% | -807.2% | -57.0% |
| 5Y | -1.2% | +2,185.6% | -2,186.7% | -62.9% |
| 10Y | +83.7% | +5,993.3% | -5,909.6% | -48.4% |
| All | +83.7% | +5,976.4% | -5,892.6% | -48.4% |
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