-16.6%
BSX vs PR
+12.1%
-28.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +2.9% | -4.6% | +7.6% | +1.7% |
| 3M | -11.8% | +4.7% | -16.5% | -13.8% |
| All | -16.6% | +12.1% | -28.7% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling