+145.6%
BSX vs PR
+169.5%
-23.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +2.0% | +2.9% | -0.9% | +1.9% |
| 30D | +0.1% | +18.0% | -17.9% | -0.9% |
| 3M | -2.1% | +16.9% | -19.0% | -3.2% |
| 6M | -33.8% | +28.2% | -62.0% | -34.9% |
| YTD | -49.9% | +69.3% | -119.2% | -51.6% |
| 1Y | -55.4% | +69.5% | -124.9% | -57.0% |
| 3Y | -10.9% | +81.7% | -92.5% | -15.0% |
| 5Y | +6.4% | +422.2% | -415.8% | -5.9% |
| 10Y | +97.0% | +110.4% | -13.3% | +79.7% |
| All | +145.6% | +169.5% | -23.8% | +127.1% |
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