-19.0%
BSX vs APLD
+185.8%
-204.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.7% | -14.0% | -4.3% |
| 7D | +1.8% | -12.7% | +14.5% | +2.0% |
| 30D | +2.8% | -34.7% | +37.5% | +3.3% |
| 3M | -13.3% | -46.1% | +32.8% | -12.7% |
| 6M | -23.7% | -64.9% | +41.2% | -22.7% |
| YTD | -55.2% | -36.6% | -18.6% | -55.2% |
| 1Y | -56.8% | -50.0% | -6.9% | -56.8% |
| 3Y | -19.0% | +190.1% | -209.2% | -21.2% |
| All | -19.0% | +185.8% | -204.9% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling