-53.6%
BSX vs FTV
+37.8%
-91.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +5.6% |
| 7D | +8.0% | +6.6% | +1.4% | +8.8% |
| 30D | +8.1% | +19.1% | -11.0% | +10.6% |
| 3M | -6.7% | +13.1% | -19.7% | -5.2% |
| 6M | -19.4% | +14.0% | -33.4% | -17.8% |
| YTD | -51.9% | +24.2% | -76.1% | -46.8% |
| 1Y | -53.6% | +36.4% | -90.0% | -50.6% |
| All | -53.6% | +37.8% | -91.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling