+113.3%
BSX vs PPL
+67.2%
+46.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +3.7% | -0.4% | +4.1% | +3.9% |
| 30D | +3.1% | +2.6% | +0.5% | +1.9% |
| 3M | -14.2% | +0.8% | -15.0% | -14.7% |
| 6M | -16.4% | +1.4% | -17.8% | -17.1% |
| YTD | -53.5% | +4.3% | -57.8% | -54.7% |
| 1Y | -57.8% | +0.8% | -58.5% | -58.2% |
| 3Y | -17.4% | +57.9% | -75.4% | -34.6% |
| 5Y | +5.4% | +48.3% | -42.9% | -15.0% |
| All | +113.3% | +67.2% | +46.1% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling