+5.0%
BSX vs FIX
+2,114.1%
-2,109.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | +2.0% | +6.0% | -4.0% | +1.4% |
| 30D | +0.1% | -7.2% | +7.4% | +0.9% |
| 3M | -2.1% | -15.9% | +13.7% | -0.9% |
| 6M | -33.8% | +12.7% | -46.5% | -36.2% |
| YTD | -49.9% | +72.8% | -122.7% | -54.6% |
| 1Y | -55.4% | +122.9% | -178.3% | -61.7% |
| 3Y | -10.9% | +774.3% | -785.2% | -45.4% |
| All | +5.0% | +2,114.1% | -2,109.0% | -53.4% |
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 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