-16.5%
BSX vs PEP
-12.2%
-4.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | -8.8% | +0.7% | -9.4% | -8.9% |
| 3M | -7.6% | -0.5% | -7.1% | -7.6% |
| 6M | -37.0% | -11.3% | -25.7% | -36.2% |
| YTD | -52.8% | -0.6% | -52.2% | -53.2% |
| 1Y | -58.4% | +1.7% | -60.1% | -58.9% |
| 3Y | -16.5% | -12.5% | -4.0% | -18.2% |
| All | -16.5% | -12.2% | -4.3% | -18.2% |
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