+64.2%
BSX vs FND
+56.5%
+7.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -10.1% | -5.8% | -4.3% | -9.1% |
| 30D | -16.4% | -20.2% | +3.8% | -13.1% |
| 3M | -8.9% | -12.0% | +3.1% | -7.4% |
| 6M | -38.3% | -18.5% | -19.8% | -36.8% |
| YTD | -54.9% | -22.3% | -32.7% | -53.9% |
| 1Y | -58.8% | -47.6% | -11.2% | -54.7% |
| 3Y | -21.2% | -49.8% | +28.5% | -16.2% |
| 5Y | -3.3% | -63.0% | +59.6% | +5.1% |
| All | +64.2% | +56.5% | +7.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling