+269.9%
BSX vs PM
+825.0%
-555.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -1.5% | -7.1% | +5.6% | +2.0% |
| 30D | +2.9% | -2.8% | +5.7% | +4.2% |
| 3M | -11.8% | +6.3% | -18.2% | -14.8% |
| 6M | -15.4% | +9.6% | -25.1% | -19.9% |
| YTD | -52.7% | +25.6% | -78.3% | -58.6% |
| 1Y | -56.0% | +29.7% | -85.6% | -62.2% |
| 3Y | -12.5% | +147.6% | -160.0% | -48.0% |
| 5Y | +7.6% | +160.1% | -152.6% | -39.0% |
| 10Y | +109.9% | +260.9% | -151.0% | -8.0% |
| All | +269.9% | +825.0% | -555.1% | -24.1% |
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 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