-21.0%
BSX vs GEHC
-1.1%
-19.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | -8.2% | -7.9% | -0.3% | -6.4% |
| 30D | -15.8% | -11.7% | -4.1% | -13.3% |
| 3M | -10.8% | +0.8% | -11.6% | -11.1% |
| 6M | -38.4% | -11.6% | -26.8% | -37.0% |
| YTD | -54.8% | -21.6% | -33.2% | -52.7% |
| 1Y | -59.0% | -15.3% | -43.7% | -58.1% |
| All | -21.0% | -1.1% | -19.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling