-21.2%
BSX vs GM
+166.7%
-188.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -10.1% | -2.4% | -7.6% | -9.9% |
| 30D | -16.4% | -1.1% | -15.3% | -16.3% |
| 3M | -8.9% | +6.1% | -15.0% | -9.5% |
| 6M | -38.3% | +15.0% | -53.2% | -39.3% |
| YTD | -54.9% | +6.0% | -60.9% | -55.4% |
| 1Y | -58.8% | +47.1% | -105.9% | -61.1% |
| 3Y | -21.2% | +170.5% | -191.7% | -31.2% |
| All | -21.2% | +166.7% | -188.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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