+81.0%
BSX vs GNRC
+448.8%
-367.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -16.4% | -15.7% | -0.7% | -14.4% |
| 3M | -8.9% | -27.3% | +18.5% | -5.4% |
| 6M | -38.3% | -12.1% | -26.2% | -38.4% |
| YTD | -54.9% | +37.1% | -92.0% | -58.5% |
| 1Y | -58.8% | -0.5% | -58.3% | -60.2% |
| 3Y | -21.2% | +61.5% | -82.7% | -32.6% |
| 5Y | -3.3% | -58.6% | +55.2% | +6.2% |
| All | +81.0% | +448.8% | -367.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling