+932.4%
BSX vs ADP
+6,315.0%
-5,382.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -14.0% | +15.1% | -29.1% | -19.5% |
| 6M | -18.3% | +46.0% | -64.3% | -31.5% |
| YTD | -53.6% | +22.4% | -76.0% | -58.3% |
| 1Y | -57.6% | +24.5% | -82.0% | -62.1% |
| 3Y | -14.3% | +44.8% | -59.1% | -29.2% |
| 5Y | +5.1% | +49.1% | -44.0% | -15.8% |
| 10Y | +105.6% | +320.9% | -215.3% | +1.3% |
| All | +932.4% | +6,315.0% | -5,382.6% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling