-56.0%
BSX vs PPL
-1.1%
-54.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | -1.5% | -1.0% | -0.6% | -1.2% |
| 30D | +2.9% | +3.0% | -0.1% | +2.0% |
| 3M | -11.8% | +1.1% | -13.0% | -12.0% |
| 6M | -15.4% | -0.8% | -14.7% | -15.1% |
| YTD | -52.7% | +3.5% | -56.1% | -54.0% |
| 1Y | -56.0% | -0.9% | -55.1% | -56.7% |
| All | -56.0% | -1.1% | -54.8% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling