-16.0%
BSX vs PTC
+29.2%
-45.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | +2.9% | +0.9% | +2.0% | +2.8% |
| 3M | -11.8% | +30.4% | -42.2% | -15.7% |
| 6M | -15.4% | +34.4% | -49.9% | -20.1% |
| YTD | -52.7% | +12.6% | -65.3% | -53.9% |
| 1Y | -56.0% | +10.2% | -66.2% | -57.0% |
| All | -16.0% | +29.2% | -45.2% | -23.0% |
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