+81.0%
BSX vs APD
+166.7%
-85.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -10.1% | -3.3% | -6.8% | -8.8% |
| 30D | -16.4% | -4.2% | -12.3% | -14.9% |
| 3M | -8.9% | +5.4% | -14.3% | -11.2% |
| 6M | -38.3% | +6.3% | -44.5% | -40.2% |
| YTD | -54.9% | +20.3% | -75.3% | -59.0% |
| 1Y | -58.8% | +1.6% | -60.4% | -59.8% |
| 3Y | -21.2% | +4.0% | -25.2% | -26.3% |
| 5Y | -3.3% | +23.3% | -26.7% | -20.2% |
| All | +81.0% | +166.7% | -85.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling