+151.0%
BSX vs FTAI
+2,432.1%
-2,281.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +0.8% |
| 7D | -7.0% | -0.2% | -6.9% | -7.1% |
| 30D | -10.9% | -13.6% | +2.7% | -9.1% |
| 3M | -8.2% | -20.6% | +12.4% | -5.9% |
| 6M | -37.5% | -32.6% | -4.9% | -34.9% |
| YTD | -52.8% | -5.4% | -47.5% | -53.5% |
| 1Y | -58.4% | +12.9% | -71.3% | -60.4% |
| 3Y | -16.5% | +428.1% | -444.7% | -44.8% |
| 5Y | -1.0% | +863.0% | -864.0% | -44.0% |
| 10Y | +91.2% | +3,092.6% | -3,001.3% | -15.2% |
| All | +151.0% | +2,432.1% | -2,281.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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