+527.5%
APP vs BSX
+11.2%
+516.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +4.6% | +3.7% | +0.9% | +2.4% |
| 30D | +56.0% | +3.1% | +52.9% | +51.8% |
| 3M | +30.8% | -14.2% | +45.1% | +41.7% |
| 6M | -9.8% | -16.4% | +6.6% | -4.3% |
| YTD | -39.3% | -53.5% | +14.2% | +1.9% |
| 1Y | -26.4% | -57.8% | +31.3% | +34.1% |
| 3Y | +887.9% | -17.4% | +905.4% | +948.1% |
| 5Y | +264.1% | +5.4% | +258.7% | +200.2% |
| All | +527.5% | +11.2% | +516.3% | +400.7% |
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