+6.6%
BSX vs PCOR
-9.2%
+15.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +2.8% | +20.7% | -18.0% | 0.0% |
| 30D | +4.6% | +35.7% | -31.1% | +0.2% |
| 3M | -11.4% | +31.1% | -42.5% | -15.0% |
| 6M | -17.1% | +43.1% | -60.2% | -21.7% |
| YTD | -53.1% | +4.8% | -58.0% | -54.2% |
| 1Y | -55.7% | -3.7% | -52.0% | -56.2% |
| 3Y | -13.3% | +46.5% | -59.8% | -21.0% |
| 5Y | +5.3% | -17.3% | +22.6% | -0.4% |
| All | +6.6% | -9.2% | +15.8% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling