+81.0%
BSX vs FTI
+305.3%
-224.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -10.1% | -4.4% | -5.7% | -9.3% |
| 30D | -16.4% | +1.5% | -17.9% | -16.6% |
| 3M | -8.9% | +8.2% | -17.1% | -10.4% |
| 6M | -38.3% | +18.8% | -57.1% | -40.4% |
| YTD | -54.9% | +71.7% | -126.6% | -59.3% |
| 1Y | -58.8% | +90.0% | -148.9% | -63.6% |
| 3Y | -21.2% | +270.5% | -291.7% | -39.6% |
| 5Y | -3.3% | +1,084.5% | -1,087.9% | -43.7% |
| All | +81.0% | +305.3% | -224.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling