-21.2%
BSX vs LEN
-27.3%
+6.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -10.1% | -4.8% | -5.3% | -9.6% |
| 30D | -16.4% | -6.6% | -9.8% | -15.8% |
| 3M | -8.9% | -15.7% | +6.8% | -7.6% |
| 6M | -38.3% | -16.6% | -21.6% | -37.4% |
| YTD | -54.9% | -21.3% | -33.6% | -54.3% |
| 1Y | -58.8% | -42.0% | -16.8% | -57.2% |
| 3Y | -21.2% | -27.9% | +6.7% | -26.2% |
| All | -21.2% | -27.3% | +6.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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