+95.8%
BSX vs FN
+899.8%
-803.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.4% |
| 7D | +2.0% | -1.7% | +3.7% | +2.3% |
| 30D | +0.1% | -22.0% | +22.1% | +2.9% |
| 3M | -2.1% | -43.0% | +40.9% | +4.0% |
| 6M | -33.8% | -27.7% | -6.1% | -32.9% |
| YTD | -49.9% | -10.5% | -39.4% | -51.3% |
| 1Y | -55.4% | +12.5% | -67.9% | -58.7% |
| 3Y | -10.9% | +153.8% | -164.7% | -33.2% |
| 5Y | +6.4% | +288.0% | -281.6% | -30.5% |
| All | +95.8% | +899.8% | -803.9% | +2.3% |
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