+506.6%
APP vs BSX
+12.1%
+494.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.1% | -4.4% |
| 7D | +61.1% | +2.8% | +58.3% | +57.5% |
| 30D | +42.8% | +4.6% | +38.2% | +37.5% |
| 3M | +16.7% | -11.4% | +28.1% | +23.8% |
| 6M | -15.6% | -17.1% | +1.5% | -9.6% |
| YTD | -41.3% | -53.1% | +11.8% | -2.0% |
| 1Y | -39.3% | -55.7% | +16.4% | +5.9% |
| 3Y | +803.2% | -13.3% | +816.5% | +818.3% |
| 5Y | +313.2% | +5.3% | +307.9% | +239.8% |
| All | +506.6% | +12.1% | +494.5% | +381.6% |
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