+623.4%
BSX vs FN
+3,131.3%
-2,507.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.1% | -1.6% |
| 7D | -1.0% | +20.8% | -21.8% | -3.4% |
| 30D | +2.1% | -17.3% | +19.3% | +3.5% |
| 3M | -14.0% | -38.1% | +24.1% | -10.2% |
| 6M | -18.3% | -44.2% | +25.9% | -14.7% |
| YTD | -53.6% | -22.3% | -31.4% | -54.5% |
| 1Y | -57.6% | -20.9% | -36.6% | -58.7% |
| 3Y | -14.3% | +111.1% | -125.3% | -31.6% |
| 5Y | +5.1% | +191.8% | -186.8% | -22.7% |
| 10Y | +105.6% | +767.4% | -661.9% | +24.1% |
| All | +623.4% | +3,131.3% | -2,507.9% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling