+16.8%
BSX vs FXI
+200.0%
-183.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | -4.2% | +7.9% | +5.3% |
| 30D | +3.1% | -1.1% | +4.2% | +3.5% |
| 3M | -14.2% | -4.0% | -10.3% | -12.9% |
| 6M | -16.4% | -11.8% | -4.6% | -12.6% |
| YTD | -53.5% | -11.9% | -41.6% | -51.5% |
| 1Y | -57.8% | -16.1% | -41.6% | -55.2% |
| 3Y | -17.4% | +38.8% | -56.2% | -30.4% |
| 5Y | +5.4% | -9.1% | +14.5% | +0.4% |
| 10Y | +106.2% | +18.4% | +87.8% | +71.2% |
| All | +16.8% | +200.0% | -183.2% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling