-21.0%
BSX vs GTLB
-10.3%
-10.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.3% |
| 7D | -8.2% | -4.1% | -4.1% | -7.9% |
| 30D | -15.8% | +12.3% | -28.1% | -16.5% |
| 3M | -10.8% | +65.9% | -76.7% | -13.9% |
| 6M | -38.4% | +104.0% | -142.4% | -41.6% |
| YTD | -54.8% | +26.0% | -80.8% | -55.7% |
| 1Y | -59.0% | -3.5% | -55.6% | -59.1% |
| All | -21.0% | -10.3% | -10.7% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling