-1.0%
BSX vs APD
+25.2%
-26.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -7.0% | -4.6% | -2.5% | -6.0% |
| 30D | -10.9% | -4.2% | -6.7% | -10.0% |
| 3M | -8.2% | +5.0% | -13.2% | -9.3% |
| 6M | -37.5% | +8.9% | -46.4% | -38.9% |
| YTD | -52.8% | +21.9% | -74.7% | -55.6% |
| 1Y | -58.4% | +5.6% | -64.0% | -59.3% |
| 3Y | -16.5% | +6.9% | -23.4% | -19.4% |
| 5Y | -1.0% | +25.3% | -26.3% | -17.1% |
| All | -1.0% | +25.2% | -26.2% | -17.1% |
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