+7.3%
BSX vs APD
+16.4%
-9.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.7% | +3.8% | -0.1% | +2.8% |
| 30D | +3.1% | +8.2% | -5.1% | +1.3% |
| 3M | -14.2% | +4.3% | -18.5% | -15.1% |
| 6M | -16.4% | +4.7% | -21.1% | -17.4% |
| YTD | -53.5% | +31.5% | -85.0% | -56.9% |
| 1Y | -57.8% | +23.5% | -81.3% | -60.2% |
| 3Y | -17.4% | +29.1% | -46.6% | -24.3% |
| All | +7.3% | +16.4% | -9.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling