-17.6%
BSX vs FLUT
-42.9%
+25.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | -7.0% | -2.6% | -4.5% | -6.8% |
| 30D | -10.9% | +5.4% | -16.3% | -11.5% |
| 3M | -8.2% | -10.8% | +2.6% | -7.2% |
| 6M | -37.5% | -9.2% | -28.3% | -37.1% |
| YTD | -52.8% | -53.8% | +1.0% | -48.7% |
| 1Y | -58.4% | -66.0% | +7.6% | -53.0% |
| All | -17.6% | -42.9% | +25.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling