+81.0%
BSX vs GRMN
+677.8%
-596.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.6% |
| 7D | -10.1% | +2.4% | -12.5% | -10.8% |
| 30D | -16.4% | -8.5% | -8.0% | -14.0% |
| 3M | -8.9% | +19.5% | -28.3% | -14.6% |
| 6M | -38.3% | +21.2% | -59.5% | -42.6% |
| YTD | -54.9% | +41.0% | -96.0% | -60.5% |
| 1Y | -58.8% | +19.6% | -78.4% | -61.9% |
| 3Y | -21.2% | +183.8% | -205.0% | -51.9% |
| 5Y | -3.3% | +83.0% | -86.3% | -28.1% |
| All | +81.0% | +677.8% | -596.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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