+7.3%
BSX vs PL
+31.5%
-24.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +3.7% | +10.0% | -6.3% | +3.1% |
| 30D | +3.1% | -2.3% | +5.4% | +3.1% |
| 3M | -14.2% | -44.2% | +30.0% | -11.6% |
| 6M | -16.4% | -66.1% | +49.7% | -12.0% |
| YTD | -53.5% | -30.0% | -23.5% | -53.8% |
| 1Y | -57.8% | +21.0% | -78.8% | -59.7% |
| 3Y | -17.4% | +516.5% | -534.0% | -34.7% |
| All | +7.3% | +31.5% | -24.3% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling