+588.7%
BSX vs FLR
+609.6%
-20.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.1% |
| 7D | -6.4% | +0.7% | -7.1% | -6.6% |
| 30D | -8.8% | -0.7% | -8.1% | -8.9% |
| 3M | -7.6% | +14.3% | -22.0% | -11.1% |
| 6M | -37.0% | +25.6% | -62.6% | -40.8% |
| YTD | -52.8% | +42.9% | -95.7% | -57.0% |
| 1Y | -58.4% | +38.7% | -97.1% | -62.1% |
| 3Y | -16.5% | +61.8% | -78.3% | -29.7% |
| 5Y | -1.2% | +254.1% | -255.3% | -32.5% |
| 10Y | +83.7% | +20.0% | +63.7% | +34.0% |
| All | +588.7% | +609.6% | -20.9% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling