+935.7%
BSX vs GSK
+707.4%
+228.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +3.7% | +1.1% | +2.6% | +3.3% |
| 30D | +3.1% | +6.3% | -3.2% | +0.8% |
| 3M | -14.2% | +1.8% | -16.0% | -14.7% |
| 6M | -16.4% | +1.7% | -18.1% | -17.0% |
| YTD | -53.5% | +6.5% | -60.0% | -55.1% |
| 1Y | -57.8% | +9.5% | -67.3% | -59.7% |
| 3Y | -17.4% | +65.3% | -82.8% | -35.1% |
| 5Y | +5.4% | +43.7% | -38.3% | -13.6% |
| 10Y | +106.2% | +104.1% | +2.1% | +46.0% |
| All | +935.7% | +707.4% | +228.2% | +419.1% |
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