-19.0%
BSX vs PR
+64.2%
-83.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.2% | -4.4% |
| 7D | +1.8% | -16.4% | +18.2% | +3.2% |
| 30D | +2.8% | -1.9% | +4.7% | +2.6% |
| 3M | -13.3% | +8.0% | -21.2% | -14.6% |
| 6M | -23.7% | +4.1% | -27.8% | -24.7% |
| YTD | -55.2% | +58.7% | -113.9% | -58.1% |
| 1Y | -56.8% | +75.8% | -132.7% | -60.3% |
| 3Y | -19.0% | +73.2% | -92.2% | -26.4% |
| All | -19.0% | +64.2% | -83.3% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling