-21.2%
BSX vs PGR
+75.0%
-96.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | -16.4% | +4.9% | -21.4% | -17.2% |
| 3M | -8.9% | +7.6% | -16.5% | -10.3% |
| 6M | -38.3% | +8.3% | -46.5% | -39.4% |
| YTD | -54.9% | +1.7% | -56.7% | -55.2% |
| 1Y | -58.8% | -6.8% | -52.0% | -58.3% |
| 3Y | -21.2% | +73.4% | -94.7% | -26.1% |
| All | -21.2% | +75.0% | -96.2% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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