-57.8%
BSX vs ADM
+29.6%
-87.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.6% |
| 7D | +3.7% | +4.2% | -0.5% | +4.1% |
| 30D | +3.1% | -12.8% | +16.0% | +1.3% |
| 3M | -14.2% | -8.5% | -5.8% | -15.2% |
| 6M | -16.4% | -10.9% | -5.5% | -17.6% |
| YTD | -53.5% | +29.4% | -82.9% | -53.6% |
| 1Y | -57.8% | +27.5% | -85.3% | -58.0% |
| All | -57.8% | +29.6% | -87.4% | -58.0% |
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