+81.0%
BSX vs PYPL
+44.3%
+36.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | -10.1% | -2.3% | -7.8% | -9.6% |
| 30D | -16.4% | -9.0% | -7.4% | -14.8% |
| 3M | -8.9% | +30.6% | -39.5% | -15.5% |
| 6M | -38.3% | +18.6% | -56.8% | -41.5% |
| YTD | -54.9% | -7.2% | -47.8% | -55.0% |
| 1Y | -58.8% | -19.3% | -39.6% | -57.6% |
| 3Y | -21.2% | -12.3% | -8.9% | -23.6% |
| 5Y | -3.3% | -80.9% | +77.6% | +45.7% |
| All | +81.0% | +44.3% | +36.7% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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