+31.0%
BSX vs PDD
+200.9%
-169.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -5.7% |
| 7D | -6.4% | -4.1% | -2.3% | -6.2% |
| 30D | -8.8% | -13.1% | +4.3% | -7.9% |
| 3M | -7.6% | -3.5% | -4.2% | -7.4% |
| 6M | -37.0% | -21.8% | -15.2% | -35.9% |
| YTD | -52.8% | -29.7% | -23.2% | -51.7% |
| 1Y | -58.4% | -36.2% | -22.2% | -57.2% |
| 3Y | -16.5% | -16.4% | -0.2% | -17.1% |
| 5Y | -1.2% | -23.8% | +22.7% | -4.9% |
| All | +31.0% | +200.9% | -169.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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