-59.4%
BSX vs GLXY
+2.7%
-62.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -4.2% |
| 7D | -8.2% | -8.9% | +0.7% | -8.2% |
| 30D | -15.8% | +19.9% | -35.7% | -15.8% |
| 3M | -10.8% | -20.0% | +9.1% | -10.9% |
| 6M | -38.4% | +10.5% | -48.9% | -38.5% |
| YTD | -54.8% | +7.9% | -62.7% | -54.9% |
| 1Y | -59.0% | -7.5% | -51.6% | -59.7% |
| All | -59.4% | +2.7% | -62.0% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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