+935.7%
BSX vs PH
+16,876.6%
-15,940.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | +4.3% | -0.6% | +2.2% |
| 30D | +3.1% | +0.1% | +3.0% | +2.7% |
| 3M | -14.2% | -9.4% | -4.8% | -11.7% |
| 6M | -16.4% | +8.8% | -25.2% | -19.6% |
| YTD | -53.5% | +9.6% | -63.1% | -55.7% |
| 1Y | -57.8% | +14.4% | -72.2% | -60.4% |
| 3Y | -17.4% | +134.5% | -152.0% | -41.4% |
| 5Y | +5.4% | +204.4% | -199.0% | -33.3% |
| 10Y | +106.2% | +697.3% | -591.1% | -11.3% |
| All | +935.7% | +16,876.6% | -15,940.9% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling