+419.0%
BSX vs PBR
+1,899.4%
-1,480.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -10.1% | +5.4% | -15.5% | -11.0% |
| 30D | -16.4% | +22.9% | -39.3% | -19.5% |
| 3M | -8.9% | +19.6% | -28.5% | -12.0% |
| 6M | -38.3% | +16.5% | -54.7% | -40.3% |
| YTD | -54.9% | +86.7% | -141.6% | -60.0% |
| 1Y | -58.8% | +74.7% | -133.5% | -63.1% |
| 3Y | -21.2% | +102.6% | -123.8% | -32.4% |
| 5Y | -3.3% | +566.6% | -569.9% | -36.0% |
| 10Y | +82.8% | +686.1% | -603.2% | +4.8% |
| All | +419.0% | +1,899.4% | -1,480.4% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 all: compounded portfolio wealth divided by compounded PBR 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…
all analysis · Full analysis span regression · 6 months rolling