-53.6%
BSX vs PM
+48.8%
-102.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.8% | +5.1% |
| 7D | +8.0% | +4.3% | +3.7% | +7.3% |
| 30D | +8.1% | +11.5% | -3.4% | +6.1% |
| 3M | -6.7% | +13.0% | -19.7% | -8.6% |
| 6M | -19.4% | +25.9% | -45.3% | -22.6% |
| YTD | -51.9% | +34.0% | -85.9% | -55.1% |
| 1Y | -53.6% | +46.9% | -100.5% | -57.7% |
| All | -53.6% | +48.8% | -102.5% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling