-41.9%
BSX vs FPS
-5.5%
-36.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.4% | -13.4% | +1.6% |
| 7D | -1.5% | +9.5% | -11.0% | -1.0% |
| 30D | +2.9% | -33.8% | +36.7% | +1.9% |
| 3M | -11.8% | -34.9% | +23.0% | -12.5% |
| 6M | -15.4% | -42.9% | +27.4% | -16.8% |
| All | -41.9% | -5.5% | -36.4% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling