-53.1%
BSX vs FRMI
-78.0%
+24.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | -0.1% |
| 7D | -7.0% | +15.9% | -23.0% | -6.9% |
| 30D | -10.9% | -6.0% | -4.9% | -10.9% |
| 3M | -8.2% | -1.6% | -6.6% | -8.2% |
| 6M | -37.5% | -30.7% | -6.8% | -38.5% |
| YTD | -52.8% | -30.9% | -22.0% | -53.4% |
| All | -53.1% | -78.0% | +24.9% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling