+6.0%
BSX vs PENG
+115.2%
-109.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +1.5% |
| 7D | +2.0% | +4.5% | -2.5% | +1.8% |
| 30D | +0.1% | -7.1% | +7.2% | +0.4% |
| 3M | -2.1% | -27.3% | +25.1% | -1.4% |
| 6M | -33.8% | +169.6% | -203.4% | -40.9% |
| YTD | -49.9% | +164.6% | -214.5% | -55.3% |
| 1Y | -55.4% | +109.5% | -164.9% | -59.6% |
| 3Y | -10.9% | +98.9% | -109.8% | -22.4% |
| All | +6.0% | +115.2% | -109.2% | -9.0% |
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