+81.5%
BSX vs ADM
+178.5%
-97.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.6% | -4.3% |
| 7D | -8.2% | +3.0% | -11.2% | -9.0% |
| 30D | -15.8% | +8.7% | -24.5% | -17.9% |
| 3M | -10.8% | +7.6% | -18.4% | -13.1% |
| 6M | -38.4% | +26.9% | -65.3% | -43.3% |
| YTD | -54.8% | +54.3% | -109.1% | -61.1% |
| 1Y | -59.0% | +45.7% | -104.7% | -64.2% |
| 3Y | -20.0% | +21.9% | -41.9% | -27.3% |
| 5Y | -3.1% | +67.2% | -70.2% | -27.9% |
| All | +81.5% | +178.5% | -97.0% | +1.1% |
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