+4.0%
BSX vs GFS
-3.9%
+8.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.9% |
| 7D | -6.4% | +2.6% | -9.1% | -6.7% |
| 30D | -8.8% | -16.4% | +7.6% | -7.5% |
| 3M | -7.6% | -41.6% | +34.0% | -3.9% |
| 6M | -37.0% | -3.7% | -33.3% | -37.9% |
| YTD | -52.8% | +29.3% | -82.1% | -55.2% |
| 1Y | -58.4% | +37.1% | -95.5% | -60.9% |
| 3Y | -16.5% | -22.1% | +5.6% | -18.2% |
| All | +4.0% | -3.9% | +8.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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