+950.6%
BSX vs GAP
+742.3%
+208.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.9% |
| 7D | -6.4% | +1.7% | -8.2% | -6.7% |
| 30D | -8.8% | +9.3% | -18.1% | -10.5% |
| 3M | -7.6% | +6.1% | -13.7% | -9.0% |
| 6M | -37.0% | -2.3% | -34.7% | -37.4% |
| YTD | -52.8% | -10.6% | -42.2% | -52.7% |
| 1Y | -58.4% | -4.4% | -54.0% | -59.0% |
| 3Y | -16.5% | +118.3% | -134.8% | -34.7% |
| 5Y | -1.2% | +12.2% | -13.4% | -16.8% |
| 10Y | +83.7% | +33.7% | +50.0% | +29.4% |
| All | +950.6% | +742.3% | +208.3% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling