+113.3%
BSX vs ADM
+133.7%
-20.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.5% |
| 7D | +3.7% | +4.2% | -0.5% | +2.5% |
| 30D | +3.1% | -12.8% | +16.0% | +7.2% |
| 3M | -14.2% | -8.5% | -5.8% | -12.4% |
| 6M | -16.4% | -10.9% | -5.5% | -14.3% |
| YTD | -53.5% | +29.4% | -82.9% | -58.1% |
| 1Y | -57.8% | +27.5% | -85.3% | -61.8% |
| 3Y | -17.4% | +10.3% | -27.8% | -24.0% |
| 5Y | +5.4% | +27.4% | -22.0% | -13.9% |
| All | +113.3% | +133.7% | -20.5% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling