-57.6%
BSX vs ADVB
-97.5%
+39.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.2% | -8.4% | -4.3% |
| 7D | +1.8% | -13.9% | +15.7% | +2.0% |
| 30D | +2.8% | -68.1% | +70.9% | +4.1% |
| 3M | -13.3% | -73.4% | +60.1% | -12.1% |
| 6M | -23.7% | -70.8% | +47.1% | -23.8% |
| YTD | -55.2% | -66.1% | +10.9% | -55.5% |
| 1Y | -56.8% | -77.5% | +20.7% | -56.6% |
| All | -57.6% | -97.5% | +39.9% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling