-21.2%
BSX vs GILD
+108.6%
-129.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -10.1% | -4.8% | -5.3% | -9.4% |
| 30D | -16.4% | +5.8% | -22.2% | -17.0% |
| 3M | -8.9% | +14.9% | -23.8% | -10.3% |
| 6M | -38.3% | -0.4% | -37.9% | -38.5% |
| YTD | -54.9% | +18.5% | -73.5% | -56.0% |
| 1Y | -58.8% | +25.1% | -83.9% | -60.1% |
| 3Y | -21.2% | +105.9% | -127.1% | -26.1% |
| All | -21.2% | +108.6% | -129.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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