-1.0%
BSX vs PTC
-0.9%
-0.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.8% |
| 7D | -7.0% | -13.6% | +6.5% | -3.6% |
| 30D | -10.9% | -14.7% | +3.8% | -7.4% |
| 3M | -8.2% | -5.9% | -2.3% | -7.4% |
| 6M | -37.5% | -21.1% | -16.3% | -34.1% |
| YTD | -52.8% | -26.0% | -26.8% | -49.6% |
| 1Y | -58.4% | -36.8% | -21.6% | -53.6% |
| 3Y | -16.5% | -10.3% | -6.3% | -19.4% |
| 5Y | -1.0% | +1.2% | -2.2% | -9.0% |
| All | -1.0% | -0.9% | -0.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling