-53.6%
BSX vs GSK
+14.9%
-68.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.0% | +0.3% | +3.9% |
| 7D | +8.0% | +4.9% | +3.0% | +6.5% |
| 30D | +8.1% | +9.9% | -1.8% | +5.9% |
| 3M | -6.7% | +0.2% | -6.8% | -7.0% |
| 6M | -19.4% | +2.3% | -21.7% | -19.8% |
| YTD | -51.9% | +7.1% | -59.0% | -51.3% |
| 1Y | -53.6% | +13.1% | -66.8% | -53.8% |
| All | -53.6% | +14.9% | -68.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling