-58.8%
BSX vs PM
+19.3%
-78.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -10.1% | +4.7% | -14.8% | -10.7% |
| 30D | -16.4% | +2.6% | -19.0% | -16.8% |
| 3M | -8.9% | +6.6% | -15.5% | -10.2% |
| 6M | -38.3% | +16.5% | -54.8% | -40.5% |
| YTD | -54.9% | +21.2% | -76.1% | -57.2% |
| 1Y | -58.8% | +17.9% | -76.7% | -61.0% |
| All | -58.8% | +19.3% | -78.1% | -61.0% |
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