+932.4%
BSX vs PEP
+1,835.7%
-903.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | +2.1% | +11.8% | -9.7% | -2.2% |
| 3M | -14.0% | +3.7% | -17.7% | -15.3% |
| 6M | -18.3% | -4.3% | -14.0% | -17.0% |
| YTD | -53.6% | +2.1% | -55.8% | -54.4% |
| 1Y | -57.6% | +2.5% | -60.1% | -58.4% |
| 3Y | -14.3% | -5.0% | -9.2% | -14.8% |
| 5Y | +5.1% | +2.9% | +2.2% | +0.8% |
| 10Y | +105.6% | +87.9% | +17.7% | +55.7% |
| All | +932.4% | +1,835.7% | -903.3% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling