-59.0%
BSX vs FLUT
-66.2%
+7.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -4.1% |
| 7D | -8.2% | -3.6% | -4.6% | -7.9% |
| 30D | -15.8% | -0.3% | -15.5% | -15.9% |
| 3M | -10.8% | -12.6% | +1.8% | -10.7% |
| 6M | -38.4% | -8.0% | -30.4% | -38.5% |
| YTD | -54.8% | -54.1% | -0.7% | -54.7% |
| 1Y | -59.0% | -66.1% | +7.1% | -58.4% |
| All | -59.0% | -66.2% | +7.1% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling