-1.4%
BSX vs APH
+280.5%
-281.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.4% | -5.0% |
| 7D | +1.8% | -5.9% | +7.8% | +2.8% |
| 30D | +2.8% | -14.8% | +17.6% | +5.8% |
| 3M | -13.3% | -12.4% | -0.9% | -11.6% |
| 6M | -23.7% | +8.1% | -31.7% | -27.2% |
| YTD | -55.2% | +10.9% | -66.1% | -58.1% |
| 1Y | -56.8% | +8.8% | -65.6% | -59.6% |
| 3Y | -19.0% | +262.1% | -281.1% | -55.2% |
| All | -1.4% | +280.5% | -281.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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