-50.1%
BSX vs FRMI
-79.6%
+29.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.5% | +1.8% |
| 7D | +2.0% | +2.4% | -0.4% | +2.1% |
| 30D | +0.1% | -17.3% | +17.4% | 0.0% |
| 3M | -2.1% | -17.2% | +15.0% | -2.3% |
| 6M | -33.8% | -43.4% | +9.6% | -35.3% |
| YTD | -49.9% | -36.0% | -13.9% | -50.5% |
| All | -50.1% | -79.6% | +29.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling