-56.4%
BSX vs ADVB
-74.4%
+18.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.6% | +3.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.7% |
| 30D | +3.0% | -61.4% | +64.4% | +3.5% |
| 3M | -10.7% | -67.8% | +57.1% | -10.3% |
| 6M | -18.4% | -66.9% | +48.5% | -19.0% |
| YTD | -53.8% | -64.9% | +11.1% | -53.2% |
| All | -56.4% | -74.4% | +18.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling