+803.2%
APP vs BSX
-13.5%
+816.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.1% | -4.2% |
| 7D | +61.1% | +2.8% | +58.3% | +58.4% |
| 30D | +42.8% | +4.6% | +38.2% | +38.8% |
| 3M | +16.7% | -11.4% | +28.1% | +22.0% |
| 6M | -15.6% | -17.1% | +1.5% | -10.8% |
| YTD | -41.3% | -53.1% | +11.8% | -4.3% |
| 1Y | -39.3% | -55.7% | +16.4% | +3.7% |
| 3Y | +803.2% | -13.3% | +816.5% | +1,378.2% |
| All | +803.2% | -13.5% | +816.7% | +1,378.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling