+81.0%
BSX vs FLEX
+1,128.1%
-1,047.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.5% | -1.7% |
| 7D | -10.1% | +5.7% | -15.8% | -11.2% |
| 30D | -16.4% | -7.0% | -9.4% | -15.5% |
| 3M | -8.9% | -23.8% | +14.9% | -5.2% |
| 6M | -38.3% | +82.6% | -120.9% | -49.8% |
| YTD | -54.9% | +91.6% | -146.5% | -63.9% |
| 1Y | -58.8% | +100.6% | -159.4% | -67.8% |
| 3Y | -21.2% | +479.8% | -501.0% | -56.1% |
| 5Y | -3.3% | +746.5% | -749.8% | -53.0% |
| All | +81.0% | +1,128.1% | -1,047.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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