+950.6%
BSX vs PEG
+2,660.8%
-1,710.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.2% |
| 7D | -6.4% | +1.0% | -7.5% | -6.9% |
| 30D | -8.8% | -1.9% | -6.9% | -8.2% |
| 3M | -7.6% | -3.7% | -4.0% | -6.4% |
| 6M | -37.0% | -9.4% | -27.5% | -34.6% |
| YTD | -52.8% | -6.0% | -46.8% | -51.8% |
| 1Y | -58.4% | -4.4% | -54.0% | -57.9% |
| 3Y | -16.5% | +33.5% | -50.0% | -27.0% |
| 5Y | -1.2% | +35.7% | -36.9% | -14.9% |
| 10Y | +83.7% | +140.4% | -56.7% | +25.3% |
| All | +950.6% | +2,660.8% | -1,710.2% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling