-2.7%
BSX vs FRSH
-72.6%
+69.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -8.2% | -11.2% | +3.0% | -7.1% |
| 30D | -15.8% | -0.8% | -15.0% | -15.8% |
| 3M | -10.8% | +26.4% | -37.3% | -13.1% |
| 6M | -38.4% | +48.4% | -86.8% | -41.1% |
| YTD | -54.8% | -3.1% | -51.7% | -55.0% |
| 1Y | -59.0% | -8.7% | -50.3% | -59.1% |
| 3Y | -20.0% | -45.8% | +25.8% | -17.2% |
| All | -2.7% | -72.6% | +69.8% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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