+682.3%
BSX vs FN
+3,620.5%
-2,938.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.4% |
| 7D | +2.0% | -1.7% | +3.7% | +2.3% |
| 30D | +0.1% | -22.0% | +22.1% | +2.9% |
| 3M | -2.1% | -43.0% | +40.9% | +3.7% |
| 6M | -33.8% | -27.7% | -6.1% | -32.9% |
| YTD | -49.9% | -10.5% | -39.4% | -51.0% |
| 1Y | -55.4% | +12.5% | -67.9% | -58.3% |
| 3Y | -10.9% | +153.8% | -164.7% | -29.8% |
| 5Y | +6.4% | +288.0% | -281.6% | -24.0% |
| 10Y | +97.0% | +906.4% | -809.4% | +18.1% |
| All | +682.3% | +3,620.5% | -2,938.2% | +252.1% |
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