-55.4%
BSX vs PNR
-43.1%
-12.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.0% | -2.4% | +4.4% | +2.3% |
| 30D | +0.1% | -12.8% | +12.9% | +1.3% |
| 3M | -2.1% | -17.0% | +14.8% | -1.2% |
| 6M | -33.8% | -37.4% | +3.6% | -34.0% |
| YTD | -49.9% | -41.6% | -8.3% | -49.9% |
| 1Y | -55.4% | -44.6% | -10.8% | -55.0% |
| All | -55.4% | -43.1% | -12.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling