+1,016.5%
BSX vs APD
+2,929.8%
-1,913.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +2.0% | -2.2% | +4.3% | +2.9% |
| 30D | +0.1% | +2.1% | -2.0% | -0.7% |
| 3M | -2.1% | +7.2% | -9.3% | -5.0% |
| 6M | -33.8% | +11.2% | -45.1% | -36.8% |
| YTD | -49.9% | +24.4% | -74.3% | -54.4% |
| 1Y | -55.4% | +6.7% | -62.1% | -57.3% |
| 3Y | -10.9% | +9.2% | -20.1% | -17.7% |
| 5Y | +6.4% | +27.4% | -20.9% | -9.0% |
| 10Y | +97.0% | +164.8% | -67.8% | +26.4% |
| All | +1,016.5% | +2,929.8% | -1,913.3% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling