-21.2%
BSX vs APTV
-55.4%
+34.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -10.1% | -5.0% | -5.1% | -9.9% |
| 30D | -16.4% | -6.1% | -10.3% | -16.2% |
| 3M | -8.9% | -33.0% | +24.1% | -7.4% |
| 6M | -38.3% | -35.2% | -3.0% | -37.1% |
| YTD | -54.9% | -40.1% | -14.8% | -54.0% |
| 1Y | -58.8% | -45.6% | -13.2% | -57.6% |
| 3Y | -21.2% | -54.4% | +33.1% | -20.0% |
| All | -21.2% | -55.4% | +34.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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