-1.0%
BSX vs PM
+127.1%
-128.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -7.0% | -1.2% | -5.9% | -6.8% |
| 30D | -10.9% | -0.2% | -10.7% | -11.0% |
| 3M | -8.2% | +4.9% | -13.1% | -9.6% |
| 6M | -37.5% | +9.0% | -46.5% | -39.3% |
| YTD | -52.8% | +17.8% | -70.6% | -55.5% |
| 1Y | -58.4% | +16.8% | -75.2% | -60.7% |
| 3Y | -16.5% | +125.4% | -142.0% | -37.4% |
| 5Y | -1.0% | +128.7% | -129.7% | -29.1% |
| All | -1.0% | +127.1% | -128.1% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling