+1.2%
BSX vs APLD
+502.3%
-501.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.4% | -13.3% | -6.1% |
| 7D | -6.4% | +16.6% | -23.0% | -6.8% |
| 30D | -8.8% | -3.1% | -5.7% | -8.8% |
| 3M | -7.6% | -30.9% | +23.2% | -7.0% |
| 6M | -37.0% | +12.6% | -49.6% | -37.5% |
| YTD | -52.8% | +15.5% | -68.3% | -53.4% |
| 1Y | -58.4% | +103.5% | -161.9% | -59.6% |
| 3Y | -16.5% | +446.5% | -463.0% | -23.8% |
| All | +1.2% | +502.3% | -501.1% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling