-53.6%
BSX vs ADM
+29.8%
-83.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.4% |
| 7D | +8.0% | -8.3% | +16.3% | +7.1% |
| 30D | +8.1% | -14.1% | +22.2% | +6.3% |
| 3M | -6.7% | -10.7% | +4.1% | -7.9% |
| 6M | -19.4% | -5.9% | -13.5% | -20.1% |
| YTD | -51.9% | +25.8% | -77.7% | -52.3% |
| 1Y | -53.6% | +21.3% | -74.9% | -53.8% |
| All | -53.6% | +29.8% | -83.5% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling