+935.7%
BSX vs APD
+3,104.1%
-2,168.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.7% | +3.8% | -0.1% | +2.3% |
| 30D | +3.1% | +8.2% | -5.1% | +0.2% |
| 3M | -14.2% | +4.3% | -18.5% | -15.6% |
| 6M | -16.4% | +4.7% | -21.1% | -18.1% |
| YTD | -53.5% | +31.5% | -85.0% | -58.6% |
| 1Y | -57.8% | +23.5% | -81.3% | -61.6% |
| 3Y | -17.4% | +29.1% | -46.6% | -28.2% |
| 5Y | +5.4% | +15.9% | -10.5% | -6.2% |
| 10Y | +106.2% | +191.9% | -85.7% | +27.6% |
| All | +935.7% | +3,104.1% | -2,168.5% | +203.0% |
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