-1.0%
BSX vs PH
+251.4%
-252.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -7.0% | 0.0% | -7.1% | -7.1% |
| 30D | -10.9% | -10.3% | -0.6% | -8.1% |
| 3M | -8.2% | +5.1% | -13.2% | -9.9% |
| 6M | -37.5% | +2.3% | -39.8% | -38.3% |
| YTD | -52.8% | +8.7% | -61.5% | -54.5% |
| 1Y | -58.4% | +26.8% | -85.2% | -61.9% |
| 3Y | -16.5% | +139.2% | -155.7% | -39.8% |
| 5Y | -1.0% | +251.1% | -252.1% | -41.8% |
| All | -1.0% | +251.4% | -252.4% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling