+94.0%
BSX vs GD
+190.6%
-96.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | +1.8% | -5.0% | +6.8% | +4.3% |
| 30D | +2.8% | +8.9% | -6.1% | -1.6% |
| 3M | -13.3% | -8.0% | -5.2% | -9.9% |
| 6M | -23.7% | +2.9% | -26.6% | -25.2% |
| YTD | -55.2% | +7.1% | -62.2% | -57.2% |
| 1Y | -56.8% | +5.9% | -62.8% | -58.7% |
| 3Y | -19.0% | +53.9% | -72.9% | -38.0% |
| 5Y | -0.9% | +95.4% | -96.4% | -35.5% |
| All | +94.0% | +190.6% | -96.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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