+631.6%
BSX vs FN
+3,082.8%
-2,451.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +2.1% |
| 7D | +2.8% | -4.1% | +6.8% | +2.9% |
| 30D | +4.6% | -28.3% | +32.9% | +8.0% |
| 3M | -11.4% | -33.9% | +22.5% | -8.2% |
| 6M | -17.1% | -43.9% | +26.8% | -13.6% |
| YTD | -53.1% | -23.4% | -29.7% | -53.9% |
| 1Y | -55.7% | -25.4% | -30.3% | -56.5% |
| 3Y | -13.3% | +107.9% | -121.2% | -30.7% |
| 5Y | +5.3% | +195.1% | -189.8% | -22.7% |
| 10Y | +104.3% | +794.1% | -689.8% | +22.8% |
| All | +631.6% | +3,082.8% | -2,451.2% | +231.5% |
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