-21.0%
BSX vs USFR
+14.1%
-35.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | -8.2% | +0.1% | -8.3% | -8.5% |
| 30D | -15.8% | +0.3% | -16.1% | -16.7% |
| 3M | -10.8% | +1.0% | -11.8% | -13.5% |
| 6M | -38.4% | +1.9% | -40.3% | -41.6% |
| YTD | -54.8% | +2.7% | -57.5% | -58.0% |
| 1Y | -59.0% | +4.0% | -63.0% | -63.2% |
| All | -21.0% | +14.1% | -35.1% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling