+81.5%
BSX vs ADI
+634.8%
-553.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -8.2% | +1.3% | -9.5% | -8.6% |
| 30D | -15.8% | -6.0% | -9.8% | -14.2% |
| 3M | -10.8% | -7.7% | -3.1% | -9.6% |
| 6M | -38.4% | +14.0% | -52.4% | -42.4% |
| YTD | -54.8% | +34.4% | -89.2% | -60.4% |
| 1Y | -59.0% | +48.0% | -107.0% | -65.5% |
| 3Y | -20.0% | +113.3% | -133.3% | -44.0% |
| 5Y | -3.1% | +131.1% | -134.2% | -36.6% |
| All | +81.5% | +634.8% | -553.3% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling