-17.4%
BSX vs FIX
+503.5%
-520.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +3.7% | +9.4% | -5.7% | +3.3% |
| 30D | +3.1% | -27.8% | +30.9% | +4.6% |
| 3M | -14.2% | -35.6% | +21.3% | -12.5% |
| 6M | -16.4% | -45.2% | +28.8% | -13.9% |
| YTD | -53.5% | +19.5% | -73.0% | -56.0% |
| 1Y | -57.8% | +24.2% | -82.0% | -60.3% |
| 3Y | -17.4% | +494.2% | -511.6% | -39.2% |
| All | -17.4% | +503.5% | -520.9% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling