-44.6%
BSX vs FPS
+22.4%
-67.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.0% | -9.3% | -0.3% |
| 7D | -10.1% | +1.5% | -11.6% | -10.1% |
| 30D | -16.4% | -16.9% | +0.4% | -16.3% |
| 3M | -8.9% | -45.3% | +36.5% | -8.6% |
| 6M | -38.3% | -10.3% | -28.0% | -40.1% |
| All | -44.6% | +22.4% | -67.0% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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