+112.6%
BSX vs ADP
+319.4%
-206.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -1.0% | +0.3% | -1.2% | -1.1% |
| 30D | +2.1% | +11.6% | -9.6% | -3.4% |
| 3M | -14.0% | +15.1% | -29.1% | -20.1% |
| 6M | -18.3% | +46.0% | -64.3% | -33.0% |
| YTD | -53.6% | +22.4% | -76.0% | -58.7% |
| 1Y | -57.6% | +24.5% | -82.0% | -62.5% |
| 3Y | -14.3% | +44.8% | -59.1% | -31.0% |
| 5Y | +5.1% | +49.1% | -44.0% | -18.8% |
| All | +112.6% | +319.4% | -206.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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