-3.1%
BSX vs APTV
-69.7%
+66.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.5% |
| 7D | -8.2% | -1.8% | -6.4% | -8.0% |
| 30D | -15.8% | -7.9% | -7.9% | -14.9% |
| 3M | -10.8% | -29.9% | +19.1% | -7.0% |
| 6M | -38.4% | -36.6% | -1.8% | -35.1% |
| YTD | -54.8% | -40.0% | -14.8% | -52.2% |
| 1Y | -59.0% | -44.0% | -15.0% | -56.2% |
| 3Y | -20.0% | -54.5% | +34.5% | -12.8% |
| 5Y | -3.1% | -68.8% | +65.7% | +11.8% |
| All | -3.1% | -69.7% | +66.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling