+51.3%
GEV vs BSX
-59.2%
+110.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | +1.6% | -10.1% | +11.7% | +2.5% |
| 30D | -7.9% | -16.4% | +8.5% | -6.4% |
| 3M | +5.6% | -8.9% | +14.5% | +6.8% |
| 6M | +13.1% | -38.3% | +51.3% | +23.2% |
| YTD | +46.7% | -54.9% | +101.7% | +60.2% |
| 1Y | +51.3% | -58.8% | +110.1% | +65.7% |
| All | +51.3% | -59.2% | +110.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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