-1.0%
BSX vs PEP
+2.5%
-3.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.3% |
| 7D | -7.0% | -1.7% | -5.4% | -6.6% |
| 30D | -10.9% | +0.3% | -11.2% | -11.0% |
| 3M | -8.2% | -3.2% | -4.9% | -7.4% |
| 6M | -37.5% | -13.6% | -23.9% | -35.1% |
| YTD | -52.8% | -1.9% | -51.0% | -53.1% |
| 1Y | -58.4% | -0.6% | -57.8% | -58.9% |
| 3Y | -16.5% | -13.6% | -3.0% | -13.8% |
| 5Y | -1.0% | +3.2% | -4.2% | -11.8% |
| All | -1.0% | +2.5% | -3.5% | -11.8% |
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