+291.8%
BSX vs PM
+752.6%
-460.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.8% |
| 7D | +2.0% | -4.9% | +6.9% | +4.5% |
| 30D | +0.1% | -3.4% | +3.5% | +1.6% |
| 3M | -2.1% | +5.2% | -7.3% | -5.0% |
| 6M | -33.8% | +3.7% | -37.5% | -35.7% |
| YTD | -49.9% | +15.8% | -65.6% | -54.2% |
| 1Y | -55.4% | +17.4% | -72.8% | -59.8% |
| 3Y | -10.9% | +116.9% | -127.8% | -43.3% |
| 5Y | +6.4% | +117.3% | -110.9% | -33.7% |
| 10Y | +97.0% | +193.8% | -96.7% | -2.7% |
| All | +291.8% | +752.6% | -460.8% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling