+250.0%
BSX vs USFR
+27.6%
+222.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | -8.8% | +0.3% | -9.1% | -9.0% |
| 3M | -7.6% | +1.0% | -8.6% | -8.3% |
| 6M | -37.0% | +1.9% | -38.9% | -37.9% |
| YTD | -52.8% | +2.7% | -55.5% | -53.8% |
| 1Y | -58.4% | +4.0% | -62.4% | -59.6% |
| 3Y | -16.5% | +14.0% | -30.5% | -24.5% |
| 5Y | -1.2% | +20.4% | -21.6% | -14.1% |
| 10Y | +83.7% | +28.1% | +55.7% | +53.8% |
| All | +250.0% | +27.6% | +222.4% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling