+2,501.8%
PG vs BSX
+911.3%
+1,590.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.8% | -10.1% | +9.3% | +0.5% |
| 30D | +0.8% | -16.4% | +17.2% | +3.1% |
| 3M | -1.3% | -8.9% | +7.5% | -0.3% |
| 6M | -3.8% | -38.3% | +34.4% | +1.8% |
| YTD | +3.6% | -54.9% | +58.5% | +13.9% |
| 1Y | -5.7% | -58.8% | +53.1% | +4.8% |
| 3Y | +1.6% | -21.2% | +22.8% | +3.2% |
| 5Y | +14.6% | -3.3% | +17.9% | +12.9% |
| 10Y | +121.2% | +82.8% | +38.4% | +98.8% |
| All | +2,501.8% | +911.3% | +1,590.5% | +1,756.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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