+101.6%
BSX vs PR
+66.7%
+34.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.0% |
| 7D | -0.7% | -12.4% | +11.7% | +0.1% |
| 30D | +3.0% | -6.6% | +9.6% | +3.3% |
| 3M | -10.7% | +7.5% | -18.2% | -11.3% |
| 6M | -18.4% | +10.8% | -29.2% | -19.1% |
| YTD | -53.8% | +57.0% | -110.9% | -55.3% |
| 1Y | -56.0% | +67.9% | -123.9% | -57.6% |
| 3Y | -14.4% | +87.6% | -102.0% | -18.6% |
| 5Y | +2.9% | +220.4% | -217.5% | -6.8% |
| 10Y | +101.6% | +64.8% | +36.7% | +86.0% |
| All | +101.6% | +66.7% | +34.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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