-58.8%
BSX vs GWRE
-44.7%
-14.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -10.1% | -13.2% | +3.2% | -9.2% |
| 30D | -16.4% | -18.6% | +2.2% | -16.0% |
| 3M | -8.9% | +18.9% | -27.8% | -11.4% |
| 6M | -38.3% | -11.0% | -27.3% | -39.6% |
| YTD | -54.9% | -29.9% | -25.0% | -52.8% |
| 1Y | -58.8% | -44.3% | -14.5% | -56.1% |
| All | -58.8% | -44.7% | -14.1% | -56.1% |
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 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