-21.2%
BSX vs PNR
-14.5%
-6.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | -6.0% | -4.1% | -9.0% |
| 30D | -16.4% | -14.0% | -2.4% | -14.0% |
| 3M | -8.9% | -21.7% | +12.8% | -5.2% |
| 6M | -38.3% | -37.3% | -1.0% | -33.3% |
| YTD | -54.9% | -45.1% | -9.8% | -50.3% |
| 1Y | -58.8% | -49.1% | -9.7% | -53.8% |
| 3Y | -21.2% | -14.8% | -6.4% | -18.6% |
| All | -21.2% | -14.5% | -6.8% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling