+81.0%
BSX vs GSK
+80.1%
+0.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -10.1% | -3.5% | -6.6% | -8.8% |
| 30D | -16.4% | -3.4% | -13.0% | -15.2% |
| 3M | -8.9% | -8.1% | -0.8% | -6.0% |
| 6M | -38.3% | -11.1% | -27.1% | -35.6% |
| YTD | -54.9% | +0.7% | -55.7% | -55.6% |
| 1Y | -58.8% | +20.1% | -78.9% | -62.5% |
| 3Y | -21.2% | +46.1% | -67.3% | -36.5% |
| 5Y | -3.3% | +48.2% | -51.6% | -24.8% |
| All | +81.0% | +80.1% | +0.9% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling