+1,016.5%
BSX vs PPL
+1,465.7%
-449.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | +2.7% | -0.6% | +1.0% |
| 30D | +0.1% | +0.5% | -0.3% | -0.2% |
| 3M | -2.1% | +0.7% | -2.8% | -2.5% |
| 6M | -33.8% | -7.6% | -26.2% | -32.0% |
| YTD | -49.9% | +1.8% | -51.7% | -50.4% |
| 1Y | -55.4% | -0.8% | -54.7% | -55.5% |
| 3Y | -10.9% | +56.9% | -67.7% | -26.1% |
| 5Y | +6.4% | +39.5% | -33.1% | -8.3% |
| 10Y | +97.0% | +55.4% | +41.6% | +58.8% |
| All | +1,016.5% | +1,465.7% | -449.2% | +360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling