-57.6%
BSX vs APD
+23.7%
-81.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -1.0% | +2.2% | -3.2% | -1.2% |
| 30D | +2.1% | +9.4% | -7.4% | +1.6% |
| 3M | -14.0% | +4.7% | -18.7% | -14.4% |
| 6M | -18.3% | +5.5% | -23.8% | -18.7% |
| YTD | -53.6% | +31.4% | -85.1% | -55.4% |
| 1Y | -57.6% | +24.1% | -81.7% | -58.5% |
| All | -57.6% | +23.7% | -81.2% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling