+81.5%
BSX vs ADP
+282.5%
-201.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | -8.2% | -5.7% | -2.5% | -5.4% |
| 30D | -15.8% | -1.4% | -14.4% | -15.3% |
| 3M | -10.8% | +16.6% | -27.4% | -17.8% |
| 6M | -38.4% | +24.9% | -63.3% | -45.6% |
| YTD | -54.8% | +5.6% | -60.4% | -56.6% |
| 1Y | -59.0% | -6.0% | -53.0% | -58.2% |
| 3Y | -20.0% | +14.5% | -34.4% | -27.5% |
| 5Y | -3.1% | +47.9% | -50.9% | -25.5% |
| All | +81.5% | +282.5% | -201.0% | -10.1% |
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