-55.4%
BSX vs GTLB
+14.4%
-69.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.8% |
| 7D | +2.0% | +11.1% | -9.0% | +1.8% |
| 30D | +0.1% | +37.8% | -37.7% | -0.5% |
| 3M | -2.1% | +61.6% | -63.7% | -3.0% |
| 6M | -33.8% | +98.9% | -132.7% | -34.3% |
| YTD | -49.9% | +32.8% | -82.6% | -50.9% |
| 1Y | -55.4% | +14.7% | -70.1% | -57.0% |
| All | -55.4% | +14.4% | -69.9% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling