+81.0%
BSX vs PEG
+148.0%
-67.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -10.1% | -0.9% | -9.2% | -9.7% |
| 30D | -16.4% | -3.7% | -12.7% | -14.9% |
| 3M | -8.9% | -7.3% | -1.6% | -5.6% |
| 6M | -38.3% | -10.5% | -27.8% | -35.1% |
| YTD | -54.9% | -7.5% | -47.4% | -53.4% |
| 1Y | -58.8% | -8.7% | -50.1% | -57.2% |
| 3Y | -21.2% | +31.4% | -52.6% | -33.6% |
| 5Y | -3.3% | +37.8% | -41.1% | -21.9% |
| All | +81.0% | +148.0% | -67.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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