+755.6%
GOOGL vs BSX
+83.9%
+671.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | 0.0% | -10.1% | +10.1% | +4.3% |
| 30D | -1.4% | -16.4% | +15.0% | +5.8% |
| 3M | -5.3% | -8.9% | +3.6% | -2.4% |
| 6M | +9.8% | -38.3% | +48.1% | +32.1% |
| YTD | +8.4% | -54.9% | +63.3% | +48.6% |
| 1Y | +41.2% | -58.8% | +100.0% | +101.4% |
| 3Y | +149.6% | -21.2% | +170.8% | +153.9% |
| 5Y | +142.6% | -3.3% | +145.9% | +118.9% |
| All | +755.6% | +83.9% | +671.7% | +460.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling