-1.4%
BSX vs FIX
+933.9%
-935.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.4% | -9.7% | -4.7% |
| 7D | +1.8% | -17.5% | +19.3% | +3.2% |
| 30D | +2.8% | -41.6% | +44.4% | +7.7% |
| 3M | -13.3% | -40.6% | +27.3% | -9.5% |
| 6M | -23.7% | -49.4% | +25.7% | -19.4% |
| YTD | -55.2% | +9.2% | -64.3% | -57.9% |
| 1Y | -56.8% | +6.5% | -63.3% | -59.5% |
| 3Y | -19.0% | +448.7% | -467.8% | -48.6% |
| All | -1.4% | +933.9% | -935.3% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling