-16.5%
BSX vs FN
+175.0%
-191.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.0% |
| 7D | -6.4% | +3.5% | -10.0% | -6.6% |
| 30D | -8.8% | -26.0% | +17.2% | -7.7% |
| 3M | -7.6% | -33.3% | +25.6% | -6.2% |
| 6M | -37.0% | -14.9% | -22.0% | -37.3% |
| YTD | -52.8% | -8.6% | -44.3% | -53.6% |
| 1Y | -58.4% | +12.3% | -70.7% | -59.9% |
| 3Y | -16.5% | +174.4% | -190.9% | -29.3% |
| All | -16.5% | +175.0% | -191.5% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling