+7.6%
BSX vs PEP
+3.2%
+4.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +2.9% | +13.6% | -10.7% | -0.7% |
| 3M | -11.8% | +5.1% | -16.9% | -13.1% |
| 6M | -15.4% | -1.6% | -13.8% | -15.3% |
| YTD | -52.7% | +3.3% | -56.0% | -53.7% |
| 1Y | -56.0% | +3.2% | -59.2% | -56.9% |
| 3Y | -12.5% | -3.9% | -8.6% | -13.5% |
| 5Y | +7.6% | +4.0% | +3.5% | -1.2% |
| All | +7.6% | +3.2% | +4.3% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling