+81.0%
BSX vs FLR
+19.7%
+61.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -10.1% | -3.5% | -6.6% | -9.7% |
| 30D | -16.4% | +4.2% | -20.6% | -16.9% |
| 3M | -8.9% | +8.1% | -17.0% | -10.3% |
| 6M | -38.3% | +21.5% | -59.8% | -40.4% |
| YTD | -54.9% | +36.8% | -91.7% | -57.2% |
| 1Y | -58.8% | +31.2% | -90.0% | -60.9% |
| 3Y | -21.2% | +53.9% | -75.1% | -28.8% |
| 5Y | -3.3% | +243.0% | -246.4% | -23.3% |
| All | +81.0% | +19.7% | +61.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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