-55.4%
BSX vs GAP
+1.5%
-56.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +2.0% | -4.5% | +6.5% | +2.3% |
| 30D | +0.1% | +9.0% | -8.9% | -0.5% |
| 3M | -2.1% | +5.0% | -7.1% | -2.7% |
| 6M | -33.8% | -17.8% | -16.0% | -33.7% |
| YTD | -49.9% | -10.4% | -39.5% | -50.3% |
| 1Y | -55.4% | -3.4% | -52.1% | -56.5% |
| All | -55.4% | +1.5% | -56.9% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling