-54.9%
BSX vs GLXY
+12.0%
-67.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +1.8% |
| 7D | +2.0% | +13.4% | -11.4% | +2.1% |
| 30D | +0.1% | +38.1% | -38.0% | +0.2% |
| 3M | -2.1% | -7.3% | +5.2% | -2.2% |
| 6M | -33.8% | +8.2% | -42.0% | -34.0% |
| YTD | -49.9% | +17.8% | -67.6% | -49.9% |
| 1Y | -55.4% | +14.9% | -70.4% | -56.3% |
| All | -54.9% | +12.0% | -67.0% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling