-19.0%
BSX vs PCOR
+43.8%
-62.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -4.2% |
| 7D | +1.8% | +22.7% | -20.9% | -1.0% |
| 30D | +2.8% | +37.5% | -34.6% | -1.5% |
| 3M | -13.3% | +35.2% | -48.5% | -16.9% |
| 6M | -23.7% | +42.2% | -65.9% | -27.8% |
| YTD | -55.2% | +3.6% | -58.7% | -56.0% |
| 1Y | -56.8% | -4.8% | -52.1% | -57.2% |
| 3Y | -19.0% | +48.3% | -67.4% | -21.9% |
| All | -19.0% | +43.8% | -62.8% | -21.9% |
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 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