-17.7%
BSX vs PCOR
+49.3%
-67.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.3% |
| 3M | -14.0% | +33.2% | -47.2% | -17.6% |
| 6M | -18.3% | +60.6% | -78.9% | -23.7% |
| YTD | -53.6% | +6.2% | -59.8% | -54.7% |
| 1Y | -57.6% | -1.1% | -56.5% | -58.1% |
| All | -17.7% | +49.3% | -67.0% | -19.7% |
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