-21.0%
BSX vs GH
+367.9%
-388.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -4.0% |
| 7D | -8.2% | -1.2% | -7.0% | -8.1% |
| 30D | -15.8% | -3.7% | -12.1% | -15.6% |
| 3M | -10.8% | +21.7% | -32.5% | -12.3% |
| 6M | -38.4% | +75.7% | -114.1% | -41.3% |
| YTD | -54.8% | +55.7% | -110.5% | -56.5% |
| 1Y | -59.0% | +181.1% | -240.2% | -62.5% |
| All | -21.0% | +367.9% | -388.9% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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