-21.2%
BSX vs GWW
+89.6%
-110.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -10.1% | -3.4% | -6.7% | -9.7% |
| 30D | -16.4% | -1.9% | -14.5% | -16.2% |
| 3M | -8.9% | -2.4% | -6.5% | -8.6% |
| 6M | -38.3% | +15.7% | -54.0% | -39.3% |
| YTD | -54.9% | +27.6% | -82.5% | -56.6% |
| 1Y | -58.8% | +27.2% | -86.0% | -60.4% |
| 3Y | -21.2% | +89.7% | -110.9% | -25.5% |
| All | -21.2% | +89.6% | -110.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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