-17.6%
BSX vs ADI
+113.1%
-130.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -7.0% | +2.6% | -9.7% | -7.4% |
| 30D | -10.9% | -4.6% | -6.3% | -10.4% |
| 3M | -8.2% | -9.5% | +1.3% | -7.4% |
| 6M | -37.5% | +14.8% | -52.3% | -39.8% |
| YTD | -52.8% | +35.8% | -88.7% | -56.4% |
| 1Y | -58.4% | +48.9% | -107.3% | -62.3% |
| All | -17.6% | +113.1% | -130.7% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling