-2.8%
BSX vs ADM
+65.2%
-68.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -10.1% | +2.5% | -12.6% | -10.3% |
| 30D | -16.4% | +9.5% | -25.9% | -17.2% |
| 3M | -8.9% | +10.6% | -19.5% | -10.0% |
| 6M | -38.3% | +24.0% | -62.3% | -40.0% |
| YTD | -54.9% | +54.0% | -108.9% | -57.6% |
| 1Y | -58.8% | +45.3% | -104.1% | -60.9% |
| 3Y | -21.2% | +21.8% | -43.0% | -23.3% |
| All | -2.8% | +65.2% | -68.0% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling