+477.0%
BSX vs GNRC
+2,020.8%
-1,543.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.6% | -3.7% |
| 7D | -8.2% | -0.7% | -7.5% | -8.1% |
| 30D | -15.8% | -15.8% | 0.0% | -13.5% |
| 3M | -10.8% | -24.0% | +13.2% | -7.7% |
| 6M | -38.4% | -13.8% | -24.6% | -38.2% |
| YTD | -54.8% | +33.2% | -88.0% | -58.4% |
| 1Y | -59.0% | -1.8% | -57.2% | -60.4% |
| 3Y | -20.0% | +57.7% | -77.7% | -31.5% |
| 5Y | -3.1% | -59.7% | +56.7% | +3.1% |
| 10Y | +83.3% | +430.7% | -347.4% | +2.7% |
| All | +477.0% | +2,020.8% | -1,543.8% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling