+172.4%
BSX vs PYPL
+46.2%
+126.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.6% |
| 7D | +2.0% | +2.7% | -0.6% | +1.2% |
| 30D | +0.1% | -4.9% | +5.0% | +1.0% |
| 3M | -2.1% | +28.9% | -31.0% | -9.1% |
| 6M | -33.8% | +18.2% | -52.0% | -37.3% |
| YTD | -49.9% | -5.0% | -44.8% | -50.2% |
| 1Y | -55.4% | -18.8% | -36.6% | -54.1% |
| 3Y | -10.9% | -12.6% | +1.7% | -13.4% |
| 5Y | +6.4% | -80.8% | +87.2% | +59.9% |
| 10Y | +97.0% | +49.9% | +47.1% | +28.6% |
| All | +172.4% | +46.2% | +126.1% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling