-42.1%
BSX vs FPS
+24.3%
-66.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.0% | -5.9% |
| 7D | -6.4% | +10.4% | -16.8% | -6.5% |
| 30D | -8.8% | -16.5% | +7.8% | -8.7% |
| 3M | -7.6% | -45.5% | +37.9% | -7.2% |
| 6M | -37.0% | +2.1% | -39.0% | -38.9% |
| All | -42.1% | +24.3% | -66.3% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling