+13,193.3%
GOOGL vs BSX
+32.6%
+13,160.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -1.9% | -7.0% | +5.2% | +0.4% |
| 30D | -7.5% | -10.9% | +3.4% | -4.2% |
| 3M | -9.2% | -8.2% | -1.0% | -7.1% |
| 6M | +8.1% | -37.5% | +45.5% | +24.3% |
| YTD | +5.8% | -52.8% | +58.7% | +32.6% |
| 1Y | +38.3% | -58.4% | +96.7% | +80.5% |
| 3Y | +144.8% | -16.5% | +161.3% | +149.4% |
| 5Y | +132.5% | -1.0% | +133.5% | +122.2% |
| 10Y | +746.7% | +91.2% | +655.4% | +547.4% |
| All | +13,193.3% | +32.6% | +13,160.7% | +7,629.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling