+903.9%
BSX vs PPG
+1,487.6%
-583.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -10.1% | -6.2% | -3.8% | -7.7% |
| 30D | -16.4% | -7.9% | -8.5% | -13.5% |
| 3M | -8.9% | -10.2% | +1.3% | -5.2% |
| 6M | -38.3% | +2.7% | -40.9% | -39.8% |
| YTD | -54.9% | +4.9% | -59.8% | -56.9% |
| 1Y | -58.8% | -3.2% | -55.6% | -59.4% |
| 3Y | -21.2% | -17.0% | -4.2% | -19.2% |
| 5Y | -3.3% | -23.3% | +20.0% | -0.1% |
| 10Y | +82.8% | +26.4% | +56.4% | +47.9% |
| All | +903.9% | +1,487.6% | -583.7% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling