+81.5%
BSX vs PH
+804.8%
-723.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.5% |
| 7D | -8.2% | -3.1% | -5.1% | -7.0% |
| 30D | -15.8% | -11.8% | -4.0% | -11.6% |
| 3M | -10.8% | +6.9% | -17.8% | -13.6% |
| 6M | -38.4% | -1.3% | -37.1% | -38.6% |
| YTD | -54.8% | +7.0% | -61.8% | -56.6% |
| 1Y | -59.0% | +23.1% | -82.1% | -63.0% |
| 3Y | -20.0% | +135.4% | -155.4% | -47.0% |
| 5Y | -3.1% | +250.3% | -253.4% | -48.1% |
| All | +81.5% | +804.8% | -723.3% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling