-16.5%
BSX vs PM
+124.9%
-141.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.1% |
| 7D | -6.4% | -1.3% | -5.2% | -6.2% |
| 30D | -8.8% | -2.6% | -6.2% | -8.4% |
| 3M | -7.6% | +5.8% | -13.4% | -9.0% |
| 6M | -37.0% | +10.6% | -47.5% | -38.7% |
| YTD | -52.8% | +17.2% | -70.0% | -55.0% |
| 1Y | -58.4% | +17.6% | -76.0% | -60.4% |
| 3Y | -16.5% | +124.3% | -140.8% | -32.4% |
| All | -16.5% | +124.9% | -141.4% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling