+478.1%
GLW vs BSX
-16.8%
+494.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +16.9% | -7.0% | +23.9% | +17.5% |
| 30D | +7.0% | -10.9% | +17.9% | +7.9% |
| 3M | -3.0% | -8.2% | +5.2% | -1.6% |
| 6M | +31.0% | -37.5% | +68.5% | +44.0% |
| YTD | +93.4% | -52.8% | +146.3% | +128.1% |
| 1Y | +134.7% | -58.4% | +193.1% | +190.9% |
| All | +478.1% | -16.8% | +494.9% | +502.7% |
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 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