+182.9%
BSX vs FIX
+7,843.3%
-7,660.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.4% | -9.7% | -5.2% |
| 7D | +1.8% | -17.5% | +19.3% | +4.5% |
| 30D | +2.8% | -41.6% | +44.4% | +11.5% |
| 3M | -13.3% | -40.6% | +27.3% | -6.7% |
| 6M | -23.7% | -49.4% | +25.7% | -16.5% |
| YTD | -55.2% | +9.2% | -64.3% | -57.7% |
| 1Y | -56.8% | +6.5% | -63.3% | -59.3% |
| 3Y | -19.0% | +448.7% | -467.8% | -46.8% |
| 5Y | -0.9% | +948.7% | -949.7% | -43.4% |
| 10Y | +98.3% | +3,659.7% | -3,561.4% | -13.9% |
| All | +182.9% | +7,843.3% | -7,660.4% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling