+1,016.5%
BSX vs PCAR
+10,230.3%
-9,213.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +2.0% | -0.5% | +2.6% | +2.2% |
| 30D | +0.1% | -6.2% | +6.4% | +2.1% |
| 3M | -2.1% | +5.9% | -8.0% | -4.3% |
| 6M | -33.8% | +0.4% | -34.2% | -34.4% |
| YTD | -49.9% | +14.8% | -64.7% | -52.6% |
| 1Y | -55.4% | +30.1% | -85.6% | -59.7% |
| 3Y | -10.9% | +66.7% | -77.5% | -27.3% |
| 5Y | +6.4% | +166.1% | -159.7% | -26.7% |
| 10Y | +97.0% | +353.7% | -256.6% | +12.7% |
| All | +1,016.5% | +10,230.3% | -9,213.8% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling