-56.0%
BSX vs FN
-19.6%
-36.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +1.1% |
| 7D | -1.5% | +8.0% | -9.5% | -1.1% |
| 30D | +2.9% | -19.1% | +22.1% | +3.1% |
| 3M | -11.8% | -29.8% | +18.0% | -11.6% |
| 6M | -15.4% | -43.2% | +27.7% | -15.1% |
| YTD | -52.7% | -18.9% | -33.7% | -53.5% |
| 1Y | -56.0% | -17.9% | -38.1% | -57.1% |
| All | -56.0% | -19.6% | -36.4% | -57.1% |
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