-21.0%
BSX vs FXI
+35.7%
-56.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.1% |
| 7D | -8.2% | -2.8% | -5.4% | -7.9% |
| 30D | -15.8% | -3.7% | -12.1% | -15.4% |
| 3M | -10.8% | -0.4% | -10.4% | -10.7% |
| 6M | -38.4% | -5.4% | -33.0% | -38.0% |
| YTD | -54.8% | -9.6% | -45.2% | -54.3% |
| 1Y | -59.0% | -11.9% | -47.1% | -58.5% |
| All | -21.0% | +35.7% | -56.7% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling