+329.1%
APP vs BSX
-1.2%
+330.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.4% | -7.0% | +2.7% | +0.1% |
| 30D | -10.0% | -10.9% | +0.9% | -3.7% |
| 3M | -41.4% | -8.2% | -33.3% | -39.2% |
| 6M | -41.0% | -37.5% | -3.6% | -20.2% |
| YTD | -54.7% | -52.8% | -1.9% | -22.5% |
| 1Y | -45.3% | -58.4% | +13.1% | +4.2% |
| 3Y | +624.3% | -16.5% | +640.8% | +654.8% |
| 5Y | +329.1% | -1.0% | +330.1% | +268.0% |
| All | +329.1% | -1.2% | +330.3% | +268.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling