+6.4%
BSX vs PL
+81.7%
-75.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.8% |
| 7D | -6.4% | -7.5% | +1.1% | -6.0% |
| 30D | -8.8% | -25.6% | +16.8% | -7.2% |
| 3M | -7.6% | -45.6% | +38.0% | -4.7% |
| 6M | -37.0% | -29.5% | -7.4% | -36.8% |
| YTD | -52.8% | -9.7% | -43.1% | -53.6% |
| 1Y | -58.4% | +84.4% | -142.8% | -61.4% |
| 3Y | -16.5% | +550.0% | -566.5% | -33.6% |
| 5Y | -1.2% | +79.0% | -80.2% | -16.7% |
| All | +6.4% | +81.7% | -75.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling