+7.6%
BSX vs ADP
+49.7%
-42.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | +2.9% | +11.9% | -8.9% | -1.6% |
| 3M | -11.8% | +13.7% | -25.6% | -16.4% |
| 6M | -15.4% | +46.8% | -62.2% | -27.7% |
| YTD | -52.7% | +21.8% | -74.4% | -56.3% |
| 1Y | -56.0% | +23.5% | -79.5% | -59.6% |
| 3Y | -12.5% | +44.1% | -56.5% | -25.4% |
| 5Y | +7.6% | +49.9% | -42.3% | -12.7% |
| All | +7.6% | +49.7% | -42.1% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling