-14.4%
BSX vs PWR
+245.6%
-260.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.4% | +2.5% |
| 7D | -0.7% | -4.8% | +4.1% | -0.6% |
| 30D | +3.0% | -16.2% | +19.2% | +4.1% |
| 3M | -10.7% | -11.9% | +1.2% | -10.3% |
| 6M | -18.4% | -20.6% | +2.2% | -17.2% |
| YTD | -53.8% | +40.3% | -94.1% | -57.2% |
| 1Y | -56.0% | +33.0% | -89.0% | -58.9% |
| 3Y | -14.4% | +250.0% | -264.4% | -35.3% |
| All | -14.4% | +245.6% | -260.0% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling