-17.6%
BSX vs FLEX
+465.7%
-483.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -7.0% | +6.4% | -13.4% | -7.4% |
| 30D | -10.9% | -5.9% | -5.0% | -10.6% |
| 3M | -8.2% | -23.5% | +15.3% | -7.2% |
| 6M | -37.5% | +83.7% | -121.2% | -44.4% |
| YTD | -52.8% | +86.5% | -139.3% | -58.1% |
| 1Y | -58.4% | +100.5% | -158.9% | -63.7% |
| All | -17.6% | +465.7% | -483.3% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling