-17.6%
BSX vs PYPL
-14.5%
-3.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -7.0% | -4.3% | -2.7% | -6.5% |
| 30D | -10.9% | -11.5% | +0.6% | -9.7% |
| 3M | -8.2% | +26.1% | -34.3% | -11.3% |
| 6M | -37.5% | +13.7% | -51.1% | -38.8% |
| YTD | -52.8% | -9.8% | -43.0% | -52.7% |
| 1Y | -58.4% | -22.1% | -36.3% | -57.5% |
| All | -17.6% | -14.5% | -3.1% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling