+101.6%
BSX vs FN
+837.6%
-736.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.9% | -8.9% | +1.6% |
| 7D | -0.7% | +16.3% | -17.0% | -2.8% |
| 30D | +3.0% | -24.7% | +27.8% | +5.8% |
| 3M | -10.7% | -34.9% | +24.2% | -7.2% |
| 6M | -18.4% | -41.1% | +22.7% | -15.3% |
| YTD | -53.8% | -19.6% | -34.2% | -55.0% |
| 1Y | -56.0% | -18.5% | -37.5% | -57.5% |
| 3Y | -14.4% | +119.1% | -133.5% | -34.9% |
| 5Y | +2.9% | +206.9% | -204.1% | -30.1% |
| 10Y | +101.6% | +826.4% | -724.9% | +6.0% |
| All | +101.6% | +837.6% | -736.0% | +6.0% |
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