-56.0%
BSX vs PENG
+120.3%
-176.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.4% | +1.5% |
| 7D | -1.5% | +1.9% | -3.4% | -1.1% |
| 30D | +2.9% | -37.8% | +40.7% | +1.4% |
| 3M | -11.8% | -14.1% | +2.3% | -11.8% |
| 6M | -15.4% | +13.1% | -28.6% | -15.2% |
| YTD | -52.7% | +151.8% | -204.5% | -53.7% |
| 1Y | -56.0% | +136.0% | -192.0% | -56.9% |
| All | -56.0% | +120.3% | -176.2% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling