+71.8%
BSX vs FND
+58.4%
+13.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -5.1% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | -8.8% | -23.6% | +14.8% | -4.6% |
| 3M | -7.6% | +4.3% | -12.0% | -9.0% |
| 6M | -37.0% | -20.3% | -16.7% | -35.2% |
| YTD | -52.8% | -21.3% | -31.5% | -51.8% |
| 1Y | -58.4% | -45.4% | -13.0% | -54.6% |
| 3Y | -16.5% | -48.9% | +32.4% | -11.5% |
| 5Y | -1.2% | -61.0% | +59.9% | +6.3% |
| All | +71.8% | +58.4% | +13.4% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling