+1,016.5%
BSX vs PEP
+1,772.7%
-756.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +2.0% | -1.4% | +3.4% | +2.6% |
| 30D | +0.1% | +0.2% | -0.1% | 0.0% |
| 3M | -2.1% | -1.1% | -1.0% | -1.7% |
| 6M | -33.8% | -13.5% | -20.3% | -30.3% |
| YTD | -49.9% | -1.2% | -48.7% | -50.1% |
| 1Y | -55.4% | -1.6% | -53.9% | -55.7% |
| 3Y | -10.9% | -12.5% | +1.7% | -8.5% |
| 5Y | +6.4% | +3.0% | +3.4% | +2.0% |
| 10Y | +97.0% | +73.9% | +23.1% | +53.6% |
| All | +1,016.5% | +1,772.7% | -756.2% | +287.5% |
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