-19.0%
BSX vs PDD
-23.2%
+4.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.1% |
| 7D | +1.8% | +5.6% | -3.8% | +1.3% |
| 30D | +2.8% | +5.8% | -3.0% | +2.3% |
| 3M | -13.3% | -8.6% | -4.7% | -12.7% |
| 6M | -23.7% | -18.8% | -4.8% | -22.6% |
| YTD | -55.2% | -26.8% | -28.4% | -54.3% |
| 1Y | -56.8% | -39.3% | -17.6% | -55.7% |
| 3Y | -19.0% | -22.5% | +3.4% | -16.3% |
| All | -19.0% | -23.2% | +4.1% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling