+81.0%
BSX vs USFR
+28.1%
+52.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -10.1% | +0.1% | -10.2% | -10.3% |
| 30D | -16.4% | +0.4% | -16.8% | -16.9% |
| 3M | -8.9% | +1.0% | -9.9% | -10.3% |
| 6M | -38.3% | +2.0% | -40.3% | -40.1% |
| YTD | -54.9% | +2.8% | -57.7% | -56.8% |
| 1Y | -58.8% | +4.1% | -62.9% | -61.3% |
| 3Y | -21.2% | +14.1% | -35.4% | -35.9% |
| 5Y | -3.3% | +20.6% | -23.9% | -27.6% |
| All | +81.0% | +28.1% | +52.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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