+263.4%
BSX vs PM
+837.3%
-573.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +3.7% | +0.5% | +3.2% | +3.4% |
| 30D | +3.1% | -3.2% | +6.3% | +4.6% |
| 3M | -14.2% | +6.2% | -20.4% | -17.1% |
| 6M | -16.4% | +7.7% | -24.1% | -20.1% |
| YTD | -53.5% | +27.3% | -80.8% | -59.6% |
| 1Y | -57.8% | +32.8% | -90.5% | -64.1% |
| 3Y | -17.4% | +150.0% | -167.5% | -51.2% |
| 5Y | +5.4% | +164.2% | -158.8% | -40.7% |
| 10Y | +106.2% | +265.7% | -159.5% | -10.2% |
| All | +263.4% | +837.3% | -573.9% | -25.9% |
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