+81.5%
BSX vs PWR
+2,415.0%
-2,333.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -15.8% | -7.7% | -8.1% | -14.2% |
| 3M | -10.8% | -4.9% | -5.9% | -11.0% |
| 6M | -38.4% | +9.7% | -48.1% | -41.7% |
| YTD | -54.8% | +46.7% | -101.5% | -61.0% |
| 1Y | -59.0% | +58.7% | -117.8% | -65.9% |
| 3Y | -20.0% | +200.7% | -220.7% | -48.8% |
| 5Y | -3.1% | +438.6% | -441.6% | -51.9% |
| All | +81.5% | +2,415.0% | -2,333.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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