+898.5%
BSX vs PPL
+1,509.7%
-611.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -4.0% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +2.8% | +5.4% | -2.6% | +0.7% |
| 3M | -13.3% | +4.3% | -17.6% | -14.8% |
| 6M | -23.7% | -1.3% | -22.3% | -23.4% |
| YTD | -55.2% | +4.7% | -59.8% | -56.1% |
| 1Y | -56.8% | +1.3% | -58.1% | -57.2% |
| 3Y | -19.0% | +57.2% | -76.3% | -32.9% |
| 5Y | -0.9% | +48.2% | -49.2% | -16.7% |
| 10Y | +98.3% | +62.7% | +35.5% | +57.0% |
| All | +898.5% | +1,509.7% | -611.2% | +307.2% |
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