+107.3%
BSX vs GS
+1,570.5%
-1,463.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -4.1% |
| 7D | +1.8% | -3.2% | +5.0% | +2.9% |
| 30D | +2.8% | -2.4% | +5.2% | +3.5% |
| 3M | -13.3% | -15.7% | +2.5% | -8.6% |
| 6M | -23.7% | -6.8% | -16.9% | -23.1% |
| YTD | -55.2% | -0.1% | -55.1% | -56.2% |
| 1Y | -56.8% | +12.1% | -68.9% | -59.6% |
| 3Y | -19.0% | +185.8% | -204.8% | -46.1% |
| 5Y | -0.9% | +140.1% | -141.0% | -31.0% |
| 10Y | +98.3% | +505.2% | -407.0% | -2.7% |
| All | +107.3% | +1,570.5% | -1,463.2% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling