+18.5%
BSX vs FXI
+213.7%
-195.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -5.0% |
| 7D | -6.4% | -1.0% | -5.5% | -6.1% |
| 30D | -8.8% | -3.2% | -5.5% | -7.6% |
| 3M | -7.6% | +1.7% | -9.3% | -8.3% |
| 6M | -37.0% | -1.6% | -35.4% | -36.8% |
| YTD | -52.8% | -7.9% | -44.9% | -51.6% |
| 1Y | -58.4% | -9.6% | -48.8% | -57.1% |
| 3Y | -16.5% | +40.5% | -57.0% | -29.9% |
| 5Y | -1.2% | -6.2% | +5.1% | -7.1% |
| 10Y | +83.7% | +14.2% | +69.6% | +55.2% |
| All | +18.5% | +213.7% | -195.2% | -29.8% |
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