-3.1%
BSX vs FTI
+1,109.5%
-1,112.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -3.8% |
| 7D | -8.2% | -5.6% | -2.6% | -7.5% |
| 30D | -15.8% | +0.4% | -16.2% | -15.8% |
| 3M | -10.8% | +8.1% | -19.0% | -11.9% |
| 6M | -38.4% | +16.7% | -55.1% | -39.8% |
| YTD | -54.8% | +70.0% | -124.8% | -57.9% |
| 1Y | -59.0% | +85.4% | -144.5% | -62.4% |
| 3Y | -20.0% | +265.9% | -285.9% | -33.2% |
| 5Y | -3.1% | +1,072.7% | -1,075.8% | -34.7% |
| All | -3.1% | +1,109.5% | -1,112.6% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling