+135.9%
GOOGL vs BSX
-3.6%
+139.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.9% |
| 7D | -2.8% | -8.2% | +5.4% | -0.3% |
| 30D | -3.2% | -15.8% | +12.6% | +2.0% |
| 3M | -6.6% | -10.8% | +4.2% | -3.6% |
| 6M | +8.5% | -38.4% | +46.9% | +26.4% |
| YTD | +6.5% | -54.8% | +61.3% | +39.2% |
| 1Y | +39.4% | -59.0% | +98.5% | +90.3% |
| 3Y | +146.2% | -20.0% | +166.2% | +135.6% |
| All | +135.9% | -3.6% | +139.5% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling