+7.3%
BSX vs GS
+154.8%
-147.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.7% | +5.9% | -2.1% | +2.3% |
| 30D | +3.1% | +4.3% | -1.2% | +2.0% |
| 3M | -14.2% | -11.7% | -2.6% | -11.8% |
| 6M | -16.4% | -3.2% | -13.3% | -17.1% |
| YTD | -53.5% | +5.8% | -59.3% | -55.5% |
| 1Y | -57.8% | +16.0% | -73.8% | -60.8% |
| 3Y | -17.4% | +199.8% | -217.2% | -47.1% |
| All | +7.3% | +154.8% | -147.6% | -29.5% |
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