-2.8%
BSX vs FWONK
+97.7%
-100.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -16.4% | -7.7% | -8.7% | -14.7% |
| 3M | -8.9% | +5.7% | -14.6% | -10.4% |
| 6M | -38.3% | +13.5% | -51.7% | -40.5% |
| YTD | -54.9% | -3.0% | -52.0% | -54.8% |
| 1Y | -58.8% | -6.4% | -52.4% | -58.3% |
| 3Y | -21.2% | +43.8% | -65.1% | -29.7% |
| All | -2.8% | +97.7% | -100.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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