+58.0%
BSX vs PENG
+597.2%
-539.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +12.4% | -16.6% | -5.3% |
| 7D | +1.8% | -19.4% | +21.3% | +3.2% |
| 30D | +2.8% | -42.4% | +45.2% | +7.0% |
| 3M | -13.3% | -25.6% | +12.4% | -12.4% |
| 6M | -23.7% | +7.3% | -30.9% | -28.0% |
| YTD | -55.2% | +113.9% | -169.0% | -61.5% |
| 1Y | -56.8% | +93.6% | -150.4% | -62.6% |
| 3Y | -19.0% | +170.2% | -189.3% | -35.9% |
| 5Y | -0.9% | +44.2% | -45.1% | -18.7% |
| All | +58.0% | +597.2% | -539.1% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling