+1,016.5%
BSX vs APA
+844.5%
+172.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | +0.1% | +23.4% | -23.3% | -3.8% |
| 3M | -2.1% | +12.7% | -14.8% | -4.7% |
| 6M | -33.8% | +39.4% | -73.2% | -38.4% |
| YTD | -49.9% | +79.0% | -128.8% | -55.6% |
| 1Y | -55.4% | +88.8% | -144.3% | -61.2% |
| 3Y | -10.9% | +6.4% | -17.2% | -16.7% |
| 5Y | +6.4% | +153.0% | -146.6% | -20.4% |
| 10Y | +97.0% | +7.5% | +89.5% | +40.5% |
| All | +1,016.5% | +844.5% | +172.0% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling