+123.2%
GLW vs BSX
-55.6%
+178.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.9% |
| 7D | +3.8% | +2.0% | +1.7% | +4.0% |
| 30D | -1.3% | +0.1% | -1.5% | -1.2% |
| 3M | -21.8% | -2.1% | -19.7% | -20.2% |
| 6M | +6.9% | -33.8% | +40.7% | +9.1% |
| YTD | +77.2% | -49.9% | +127.0% | +77.0% |
| 1Y | +123.2% | -55.4% | +178.7% | +114.8% |
| All | +123.2% | -55.6% | +178.8% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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