+151.4%
ADBE vs BSX
+83.9%
+67.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | -5.4% | -10.1% | +4.7% | -0.6% |
| 30D | -2.5% | -16.4% | +13.9% | +5.4% |
| 3M | +15.3% | -8.9% | +24.2% | +19.7% |
| 6M | -7.8% | -38.3% | +30.4% | +13.0% |
| YTD | -27.9% | -54.9% | +27.0% | +1.6% |
| 1Y | -28.0% | -58.8% | +30.8% | +6.1% |
| 3Y | -55.3% | -21.2% | -34.1% | -54.7% |
| 5Y | -61.7% | -3.3% | -58.4% | -65.9% |
| All | +151.4% | +83.9% | +67.5% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling