+950.6%
BSX vs GSK
+669.9%
+280.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -4.9% |
| 7D | -6.4% | -4.2% | -2.3% | -4.9% |
| 30D | -8.8% | -7.5% | -1.3% | -6.0% |
| 3M | -7.6% | -3.3% | -4.4% | -6.5% |
| 6M | -37.0% | -9.3% | -27.6% | -34.7% |
| YTD | -52.8% | +1.6% | -54.4% | -53.7% |
| 1Y | -58.4% | +25.5% | -83.9% | -62.6% |
| 3Y | -16.5% | +49.3% | -65.8% | -31.7% |
| 5Y | -1.2% | +46.7% | -47.8% | -19.9% |
| 10Y | +83.7% | +76.8% | +6.9% | +37.4% |
| All | +950.6% | +669.9% | +280.7% | +436.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling