-55.4%
BSX vs GWRE
-25.4%
-30.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -19.9% | +21.7% | +2.8% |
| 7D | +2.0% | -21.1% | +23.1% | +3.2% |
| 30D | +0.1% | +1.3% | -1.2% | -0.9% |
| 3M | -2.1% | +7.4% | -9.6% | -4.5% |
| 6M | -33.8% | +5.6% | -39.4% | -35.7% |
| YTD | -49.9% | -19.2% | -30.7% | -49.7% |
| 1Y | -55.4% | -25.1% | -30.3% | -55.2% |
| All | -55.4% | -25.4% | -30.0% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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