+424.9%
BSX vs FTI
+2,117.5%
-1,692.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.4% |
| 7D | -6.4% | -0.2% | -6.3% | -6.4% |
| 30D | -8.8% | +12.3% | -21.1% | -11.3% |
| 3M | -7.6% | +13.8% | -21.4% | -10.8% |
| 6M | -37.0% | +24.3% | -61.2% | -40.5% |
| YTD | -52.8% | +75.8% | -128.6% | -59.0% |
| 1Y | -58.4% | +99.6% | -158.0% | -65.1% |
| 3Y | -16.5% | +278.4% | -294.9% | -41.6% |
| 5Y | -1.2% | +1,168.7% | -1,169.9% | -52.0% |
| 10Y | +83.7% | +297.5% | -213.8% | +3.0% |
| All | +424.9% | +2,117.5% | -1,692.6% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling