-1.4%
BSX vs PLD
-0.1%
-1.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | +2.8% | -0.3% | +3.1% | +2.9% |
| 3M | -13.3% | -8.0% | -5.3% | -11.2% |
| 6M | -23.7% | -9.8% | -13.9% | -21.5% |
| YTD | -55.2% | +1.8% | -56.9% | -55.6% |
| 1Y | -56.8% | +5.6% | -62.4% | -57.8% |
| 3Y | -19.0% | +33.3% | -52.3% | -28.3% |
| All | -1.4% | -0.1% | -1.3% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling