+93.0%
BSX vs FTV
+89.3%
+3.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | -6.4% | -0.4% | -6.1% | -6.3% |
| 30D | -8.8% | -8.3% | -0.5% | -5.5% |
| 3M | -7.6% | -7.4% | -0.2% | -5.0% |
| 6M | -37.0% | -1.2% | -35.8% | -37.1% |
| YTD | -52.8% | +2.7% | -55.5% | -54.6% |
| 1Y | -58.4% | +18.4% | -76.8% | -62.8% |
| 3Y | -16.5% | -2.0% | -14.5% | -20.1% |
| 5Y | -1.2% | +3.4% | -4.6% | -10.3% |
| 10Y | +83.7% | +78.5% | +5.2% | +24.0% |
| All | +93.0% | +89.3% | +3.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling