-21.2%
BSX vs PPG
-17.4%
-3.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -10.1% | -6.2% | -3.8% | -9.4% |
| 30D | -16.4% | -7.9% | -8.5% | -15.6% |
| 3M | -8.9% | -10.2% | +1.3% | -7.8% |
| 6M | -38.3% | +2.7% | -40.9% | -38.6% |
| YTD | -54.9% | +4.9% | -59.8% | -56.1% |
| 1Y | -58.8% | -3.2% | -55.6% | -59.2% |
| 3Y | -21.2% | -17.0% | -4.2% | -23.3% |
| All | -21.2% | -17.4% | -3.9% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling