+5.0%
BSX vs PCG
+55.6%
-50.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.4% |
| 7D | +2.0% | -13.9% | +15.9% | +3.9% |
| 30D | +0.1% | -16.9% | +17.0% | +2.5% |
| 3M | -2.1% | -14.7% | +12.6% | -0.5% |
| 6M | -33.8% | -23.8% | -10.0% | -31.2% |
| YTD | -49.9% | -10.5% | -39.4% | -49.9% |
| 1Y | -55.4% | -5.1% | -50.3% | -56.2% |
| 3Y | -10.9% | -11.6% | +0.8% | -12.0% |
| All | +5.0% | +55.6% | -50.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 5y: compounded portfolio wealth divided by compounded PCG 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…
5y analysis · Full analysis span regression · 6 months rolling