-16.5%
BSX vs ADP
+13.9%
-30.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.4% | -4.8% |
| 7D | -6.4% | -5.5% | -1.0% | -4.7% |
| 30D | -8.8% | -1.2% | -7.5% | -8.5% |
| 3M | -7.6% | +17.9% | -25.5% | -12.3% |
| 6M | -37.0% | +20.3% | -57.3% | -40.3% |
| YTD | -52.8% | +5.8% | -58.7% | -53.1% |
| 1Y | -58.4% | -7.7% | -50.7% | -56.3% |
| 3Y | -16.5% | +14.7% | -31.2% | -17.2% |
| All | -16.5% | +13.9% | -30.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling