+81.0%
BSX vs PM
+219.2%
-138.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -10.1% | +4.7% | -14.8% | -11.7% |
| 30D | -16.4% | +2.6% | -19.0% | -17.4% |
| 3M | -8.9% | +6.6% | -15.5% | -11.4% |
| 6M | -38.3% | +16.5% | -54.8% | -42.2% |
| YTD | -54.9% | +21.2% | -76.1% | -58.8% |
| 1Y | -58.8% | +17.9% | -76.7% | -62.0% |
| 3Y | -21.2% | +129.8% | -151.1% | -46.3% |
| 5Y | -3.3% | +133.0% | -136.4% | -35.6% |
| All | +81.0% | +219.2% | -138.3% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling