+81.5%
BSX vs PTC
+200.2%
-118.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.2% | -14.2% | +6.0% | -3.8% |
| 30D | -15.8% | -14.4% | -1.4% | -11.9% |
| 3M | -10.8% | -4.7% | -6.1% | -10.2% |
| 6M | -38.4% | -19.3% | -19.1% | -34.8% |
| YTD | -54.8% | -26.1% | -28.7% | -51.0% |
| 1Y | -59.0% | -37.1% | -22.0% | -53.4% |
| 3Y | -20.0% | -10.4% | -9.6% | -21.5% |
| 5Y | -3.1% | +2.5% | -5.5% | -11.4% |
| All | +81.5% | +200.2% | -118.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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