-16.0%
BSX vs PEP
-4.0%
-12.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | +2.9% | +13.6% | -10.7% | +1.3% |
| 3M | -11.8% | +5.1% | -16.9% | -12.5% |
| 6M | -15.4% | -1.6% | -13.8% | -15.7% |
| YTD | -52.7% | +3.3% | -56.0% | -53.3% |
| 1Y | -56.0% | +3.2% | -59.2% | -56.6% |
| All | -16.0% | -4.0% | -12.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 3y: compounded portfolio wealth divided by compounded PEP 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…
3y analysis · Full analysis span regression · 6 months rolling