+5.4%
BSX vs PCOR
-8.1%
+13.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.0% | +2.2% | -3.1% | -1.3% |
| 30D | +2.1% | +37.4% | -35.4% | -2.4% |
| 3M | -14.0% | +33.2% | -47.2% | -17.7% |
| 6M | -18.3% | +60.6% | -78.9% | -23.9% |
| YTD | -53.6% | +6.2% | -59.8% | -54.8% |
| 1Y | -57.6% | -1.1% | -56.5% | -58.2% |
| 3Y | -14.3% | +48.4% | -62.7% | -22.0% |
| 5Y | +5.1% | -13.1% | +18.2% | -1.2% |
| All | +5.4% | -8.1% | +13.5% | -0.1% |
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