+339.2%
GLW vs BSX
-17.1%
+356.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | +7.7% | +3.7% | +4.0% | +7.7% |
| 30D | -18.8% | +3.1% | -22.0% | -18.9% |
| 3M | -27.7% | -14.2% | -13.5% | -26.9% |
| 6M | -44.4% | -16.4% | -28.0% | -42.7% |
| YTD | +31.3% | -53.5% | +84.8% | +55.4% |
| 1Y | +40.0% | -57.8% | +97.8% | +72.6% |
| 3Y | +339.2% | -17.4% | +356.7% | +393.1% |
| All | +339.2% | -17.1% | +356.4% | +393.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling