-11.3%
BSX vs PCOR
-12.2%
+0.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.3% |
| 7D | +2.0% | -9.0% | +11.0% | +3.1% |
| 30D | +0.1% | +4.2% | -4.0% | -0.5% |
| 3M | -2.1% | +14.4% | -16.6% | -4.2% |
| 6M | -33.8% | +0.2% | -34.0% | -34.6% |
| YTD | -49.9% | -20.3% | -29.6% | -49.1% |
| 1Y | -55.4% | -16.1% | -39.3% | -55.2% |
| All | -11.3% | -12.2% | +0.9% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling