-53.6%
BSX vs PPG
+38.5%
-92.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.0% | +0.4% | +5.1% |
| 7D | +8.0% | +7.5% | +0.5% | +7.7% |
| 30D | +8.1% | +20.9% | -12.8% | +7.7% |
| 3M | -6.7% | +8.7% | -15.4% | -7.2% |
| 6M | -19.4% | +23.8% | -43.2% | -19.0% |
| YTD | -51.9% | +26.5% | -78.5% | -55.0% |
| 1Y | -53.6% | +37.6% | -91.2% | -58.4% |
| All | -53.6% | +38.5% | -92.1% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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