+81.0%
BSX vs GWRE
+131.0%
-50.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -10.1% | -13.2% | +3.2% | -7.0% |
| 30D | -16.4% | -18.6% | +2.2% | -13.4% |
| 3M | -8.9% | +18.9% | -27.8% | -14.7% |
| 6M | -38.3% | -11.0% | -27.3% | -38.8% |
| YTD | -54.9% | -29.9% | -25.0% | -52.6% |
| 1Y | -58.8% | -44.3% | -14.5% | -53.9% |
| 3Y | -21.2% | +51.7% | -72.9% | -37.9% |
| 5Y | -3.3% | +15.4% | -18.8% | -18.2% |
| All | +81.0% | +131.0% | -50.0% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling