+640.8%
APP vs BSX
-16.1%
+656.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.2% | 0.0% |
| 7D | +0.1% | -6.4% | +6.5% | +3.1% |
| 30D | -10.0% | -8.8% | -1.3% | -6.5% |
| 3M | -44.6% | -7.6% | -37.0% | -43.1% |
| 6M | -37.9% | -37.0% | -0.9% | -20.2% |
| YTD | -53.7% | -52.8% | -0.9% | -25.6% |
| 1Y | -43.0% | -58.4% | +15.4% | +2.3% |
| 3Y | +640.8% | -16.5% | +657.3% | +950.3% |
| All | +640.8% | -16.1% | +656.8% | +950.3% |
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