-17.6%
BSX vs APA
+12.6%
-30.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | -7.0% | +0.3% | -7.4% | -7.1% |
| 30D | -10.9% | +9.3% | -20.2% | -11.3% |
| 3M | -8.2% | +23.3% | -31.5% | -9.3% |
| 6M | -37.5% | +39.5% | -77.0% | -38.7% |
| YTD | -52.8% | +87.6% | -140.5% | -54.6% |
| 1Y | -58.4% | +114.2% | -172.6% | -60.5% |
| All | -17.6% | +12.6% | -30.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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