-53.6%
BSX vs PCOR
+4.0%
-57.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +19.7% | -14.3% | +2.8% |
| 7D | +8.0% | +21.8% | -13.8% | +5.2% |
| 30D | +8.1% | +39.5% | -31.5% | +3.9% |
| 3M | -6.7% | +35.2% | -41.9% | -10.2% |
| 6M | -19.4% | +21.7% | -41.1% | -24.1% |
| YTD | -51.9% | +3.9% | -55.9% | -53.1% |
| 1Y | -53.6% | +6.9% | -60.6% | -54.9% |
| All | -53.6% | +4.0% | -57.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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