-16.5%
BSX vs PTC
-8.0%
-8.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.5% | -0.4% | -4.8% |
| 7D | -6.4% | -12.8% | +6.3% | -4.0% |
| 30D | -8.8% | -9.8% | +1.0% | -7.1% |
| 3M | -7.6% | -2.1% | -5.6% | -7.9% |
| 6M | -37.0% | -18.1% | -18.9% | -35.1% |
| YTD | -52.8% | -23.5% | -29.3% | -50.8% |
| 1Y | -58.4% | -37.4% | -21.0% | -54.8% |
| 3Y | -16.5% | -7.2% | -9.3% | -24.1% |
| All | -16.5% | -8.0% | -8.5% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling