+950.2%
BSX vs PNR
+2,055.5%
-1,105.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.5% |
| 7D | -7.0% | -3.9% | -3.2% | -5.9% |
| 30D | -10.9% | -13.8% | +2.9% | -6.8% |
| 3M | -8.2% | -22.5% | +14.4% | -1.5% |
| 6M | -37.5% | -37.2% | -0.3% | -28.6% |
| YTD | -52.8% | -44.2% | -8.6% | -44.6% |
| 1Y | -58.4% | -46.6% | -11.8% | -50.5% |
| 3Y | -16.5% | -12.5% | -4.0% | -16.5% |
| 5Y | -1.0% | -19.3% | +18.4% | -0.4% |
| 10Y | +91.2% | +67.5% | +23.8% | +49.9% |
| All | +950.2% | +2,055.5% | -1,105.3% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling