+113.3%
BSX vs PLD
+268.4%
-155.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.7% | +1.3% | +2.4% | +3.2% |
| 30D | +3.1% | -1.4% | +4.5% | +3.7% |
| 3M | -14.2% | -8.2% | -6.1% | -11.3% |
| 6M | -16.4% | -8.0% | -8.4% | -13.8% |
| YTD | -53.5% | +3.2% | -56.6% | -54.5% |
| 1Y | -57.8% | +7.0% | -64.8% | -59.3% |
| 3Y | -17.4% | +38.3% | -55.7% | -31.1% |
| 5Y | +5.4% | +0.2% | +5.2% | -0.6% |
| All | +113.3% | +268.4% | -155.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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