-53.6%
BSX vs PCAR
+12.4%
-66.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.3% | +4.9% |
| 7D | +8.0% | +3.7% | +4.3% | +7.6% |
| 30D | +8.1% | -2.9% | +11.0% | +8.0% |
| 3M | -6.7% | -21.7% | +15.1% | -5.6% |
| 6M | -19.4% | -6.6% | -12.8% | -19.2% |
| YTD | -51.9% | -2.2% | -49.7% | -52.3% |
| 1Y | -53.6% | +12.2% | -65.9% | -54.1% |
| All | -53.6% | +12.4% | -66.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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