-19.0%
BSX vs PPL
+56.0%
-75.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -4.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +2.8% | +5.4% | -2.6% | +1.2% |
| 3M | -13.3% | +4.3% | -17.6% | -14.4% |
| 6M | -23.7% | -1.3% | -22.3% | -23.4% |
| YTD | -55.2% | +4.7% | -59.8% | -55.9% |
| 1Y | -56.8% | +1.3% | -58.1% | -57.2% |
| 3Y | -19.0% | +57.2% | -76.3% | -22.1% |
| All | -19.0% | +56.0% | -75.1% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling