+113.3%
BSX vs FN
+700.1%
-586.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.1% |
| 7D | +3.7% | +0.3% | +3.5% | +3.6% |
| 30D | +3.1% | -16.5% | +19.7% | +4.4% |
| 3M | -14.2% | -42.1% | +27.9% | -9.7% |
| 6M | -16.4% | -52.9% | +36.4% | -10.6% |
| YTD | -53.5% | -28.0% | -25.5% | -54.2% |
| 1Y | -57.8% | -18.5% | -39.3% | -59.4% |
| 3Y | -17.4% | +93.9% | -111.3% | -36.4% |
| 5Y | +5.4% | +170.5% | -165.1% | -27.4% |
| All | +113.3% | +700.1% | -586.9% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling