+7.3%
BSX vs PENG
+56.5%
-49.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.5% |
| 7D | +3.7% | +13.2% | -9.5% | +3.2% |
| 30D | +3.1% | -29.9% | +33.0% | +4.4% |
| 3M | -14.2% | -22.2% | +8.0% | -13.9% |
| 6M | -16.4% | -1.9% | -14.5% | -18.9% |
| YTD | -53.5% | +142.1% | -195.6% | -58.8% |
| 1Y | -57.8% | +151.5% | -209.3% | -62.8% |
| 3Y | -17.4% | +206.9% | -224.4% | -32.2% |
| All | +7.3% | +56.5% | -49.3% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling