+81.0%
BSX vs FTV
+80.7%
+0.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -10.1% | -4.0% | -6.1% | -8.5% |
| 30D | -16.4% | -11.0% | -5.4% | -12.2% |
| 3M | -8.9% | -8.4% | -0.5% | -5.8% |
| 6M | -38.3% | -2.6% | -35.7% | -38.1% |
| YTD | -54.9% | -0.6% | -54.3% | -56.0% |
| 1Y | -58.8% | +11.0% | -69.8% | -62.0% |
| 3Y | -21.2% | -6.3% | -14.9% | -23.1% |
| 5Y | -3.3% | -1.5% | -1.8% | -10.3% |
| All | +81.0% | +80.7% | +0.2% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling