-7.2%
BSX vs GEHC
+2.1%
-9.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -10.1% | -7.2% | -2.9% | -8.6% |
| 30D | -16.4% | -11.6% | -4.9% | -14.1% |
| 3M | -8.9% | -0.8% | -8.0% | -8.8% |
| 6M | -38.3% | -11.9% | -26.4% | -36.9% |
| YTD | -54.9% | -21.9% | -33.0% | -52.9% |
| 1Y | -58.8% | -17.8% | -41.0% | -57.6% |
| 3Y | -21.2% | -3.5% | -17.7% | -23.1% |
| All | -7.2% | +2.1% | -9.3% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling