+104.3%
BSX vs GS
+475.4%
-371.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.8% | +1.6% | +1.2% | +2.2% |
| 30D | +4.6% | +1.7% | +2.9% | +3.9% |
| 3M | -11.4% | -11.6% | +0.2% | -7.8% |
| 6M | -17.1% | -1.9% | -15.2% | -18.2% |
| YTD | -53.1% | +5.1% | -58.2% | -55.4% |
| 1Y | -55.7% | +16.4% | -72.1% | -59.7% |
| 3Y | -13.3% | +199.0% | -212.3% | -48.5% |
| 5Y | +5.3% | +157.4% | -152.1% | -34.6% |
| 10Y | +104.3% | +457.2% | -352.9% | -6.7% |
| All | +104.3% | +475.4% | -371.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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