+851.8%
GLW vs BSX
+83.9%
+767.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +7.8% | -10.1% | +17.9% | +12.5% |
| 30D | -0.4% | -16.4% | +16.0% | +6.9% |
| 3M | -5.6% | -8.9% | +3.3% | -3.6% |
| 6M | +26.7% | -38.3% | +65.0% | +53.8% |
| YTD | +91.0% | -54.9% | +146.0% | +167.0% |
| 1Y | +122.4% | -58.8% | +181.2% | +224.5% |
| 3Y | +471.0% | -21.2% | +492.2% | +470.9% |
| 5Y | +385.6% | -3.3% | +389.0% | +322.3% |
| All | +851.8% | +83.9% | +767.9% | +529.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling