+391.7%
APP vs BSX
+19.9%
+371.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.1% |
| 7D | +0.9% | +2.0% | -1.2% | -0.5% |
| 30D | -23.3% | +0.1% | -23.4% | -24.2% |
| 3M | -42.6% | -2.1% | -40.5% | -42.8% |
| 6M | -33.6% | -33.8% | +0.2% | -13.8% |
| YTD | -52.4% | -49.9% | -2.6% | -22.9% |
| 1Y | -35.9% | -55.4% | +19.6% | +14.5% |
| 3Y | +642.2% | -10.9% | +653.1% | +654.0% |
| 5Y | +311.1% | +6.4% | +304.7% | +234.5% |
| All | +391.7% | +19.9% | +371.8% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling