+6.0%
BSX vs GS
+185.3%
-179.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | +0.1% | -1.6% | +1.7% | +0.4% |
| 3M | -2.1% | -4.5% | +2.3% | -1.7% |
| 6M | -33.8% | +20.9% | -54.7% | -38.2% |
| YTD | -49.9% | +19.9% | -69.8% | -53.3% |
| 1Y | -55.4% | +41.4% | -96.9% | -61.0% |
| 3Y | -10.9% | +239.2% | -250.0% | -44.5% |
| All | +6.0% | +185.3% | -179.3% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling