+7.3%
BSX vs PCOR
-11.9%
+19.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +3.7% | +3.0% | +0.7% | +3.3% |
| 30D | +3.1% | +38.7% | -35.6% | -1.6% |
| 3M | -14.2% | +24.9% | -39.1% | -17.1% |
| 6M | -16.4% | +68.8% | -85.2% | -22.7% |
| YTD | -53.5% | +6.7% | -60.2% | -54.7% |
| 1Y | -57.8% | +3.0% | -60.8% | -58.6% |
| 3Y | -17.4% | +48.6% | -66.1% | -25.1% |
| All | +7.3% | -11.9% | +19.1% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling