+40.6%
GLW vs BSX
-53.7%
+94.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.3% | -11.2% | -4.5% |
| 7D | -9.5% | +8.0% | -17.5% | -7.6% |
| 30D | -25.5% | +8.1% | -33.5% | -23.9% |
| 3M | -25.6% | -6.7% | -18.9% | -25.4% |
| 6M | -25.5% | -19.4% | -6.1% | -22.6% |
| YTD | +36.4% | -51.9% | +88.3% | +37.7% |
| 1Y | +40.6% | -53.6% | +94.2% | +42.7% |
| All | +40.6% | -53.7% | +94.3% | +42.7% |
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