-53.6%
BSX vs FN
-25.7%
-27.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.0% | +11.3% | +5.1% |
| 7D | +8.0% | -7.0% | +15.0% | +7.9% |
| 30D | +8.1% | -24.7% | +32.8% | +7.8% |
| 3M | -6.7% | -35.7% | +29.0% | -6.9% |
| 6M | -19.4% | -52.4% | +33.0% | -19.1% |
| YTD | -51.9% | -25.0% | -27.0% | -52.8% |
| 1Y | -53.6% | -25.7% | -28.0% | -54.7% |
| All | -53.6% | -25.7% | -27.9% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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