+382.3%
APP vs BSX
+8.1%
+374.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +5.6% |
| 7D | +0.3% | -8.2% | +8.5% | +5.5% |
| 30D | -1.3% | -15.8% | +14.5% | +9.2% |
| 3M | -36.2% | -10.8% | -25.4% | -32.8% |
| 6M | -34.1% | -38.4% | +4.3% | -11.6% |
| YTD | -53.3% | -54.8% | +1.5% | -19.5% |
| 1Y | -44.5% | -59.0% | +14.5% | +3.4% |
| 3Y | +646.7% | -20.0% | +666.6% | +710.2% |
| 5Y | +306.4% | -3.1% | +309.5% | +251.7% |
| All | +382.3% | +8.1% | +374.3% | +295.5% |
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