+119.7%
BSX vs PR
+152.6%
-32.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.2% | -4.3% |
| 7D | +1.8% | -16.4% | +18.2% | +2.8% |
| 30D | +2.8% | -1.9% | +4.7% | +2.8% |
| 3M | -13.3% | +8.0% | -21.2% | -13.9% |
| 6M | -23.7% | +4.1% | -27.8% | -24.1% |
| YTD | -55.2% | +58.7% | -113.9% | -56.6% |
| 1Y | -56.8% | +75.8% | -132.7% | -58.5% |
| 3Y | -19.0% | +73.2% | -92.2% | -22.6% |
| 5Y | -0.9% | +230.1% | -231.1% | -10.3% |
| 10Y | +98.3% | +67.4% | +30.9% | +79.9% |
| All | +119.7% | +152.6% | -32.9% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling