+6.0%
BSX vs GD
+97.9%
-91.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +2.0% | -5.3% | +7.3% | +3.8% |
| 30D | +0.1% | -6.4% | +6.6% | +2.3% |
| 3M | -2.1% | +5.7% | -7.9% | -4.2% |
| 6M | -33.8% | -0.9% | -32.9% | -33.7% |
| YTD | -49.9% | +8.2% | -58.0% | -51.5% |
| 1Y | -55.4% | +13.4% | -68.9% | -57.7% |
| 3Y | -10.9% | +68.5% | -79.3% | -29.1% |
| All | +6.0% | +97.9% | -91.9% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling