+81.5%
BSX vs FXI
+16.6%
+64.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.0% |
| 7D | -8.2% | -2.8% | -5.4% | -7.4% |
| 30D | -15.8% | -3.7% | -12.1% | -14.9% |
| 3M | -10.8% | -0.4% | -10.4% | -10.8% |
| 6M | -38.4% | -5.4% | -33.0% | -37.6% |
| YTD | -54.8% | -9.6% | -45.2% | -53.7% |
| 1Y | -59.0% | -11.9% | -47.1% | -57.8% |
| 3Y | -20.0% | +37.8% | -57.8% | -29.6% |
| 5Y | -3.1% | -7.0% | +4.0% | -2.4% |
| All | +81.5% | +16.6% | +64.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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