+1,016.5%
BSX vs ADI
+35,677.2%
-34,660.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | +0.1% | -3.8% | +3.9% | +0.9% |
| 3M | -2.1% | -15.3% | +13.1% | +0.5% |
| 6M | -33.8% | +6.7% | -40.5% | -35.4% |
| YTD | -49.9% | +34.8% | -84.6% | -53.6% |
| 1Y | -55.4% | +49.0% | -104.5% | -59.7% |
| 3Y | -10.9% | +108.1% | -118.9% | -26.3% |
| 5Y | +6.4% | +142.4% | -136.0% | -15.7% |
| 10Y | +97.0% | +589.9% | -492.9% | +25.5% |
| All | +1,016.5% | +35,677.2% | -34,660.7% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling