-10.3%
BSX vs LSCC
+20.0%
-30.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.7% |
| 7D | +2.0% | +1.3% | +0.7% | +2.0% |
| 30D | +0.1% | -9.7% | +9.8% | +0.6% |
| 3M | -2.1% | -23.7% | +21.6% | -1.1% |
| 6M | -33.8% | +26.5% | -60.3% | -35.6% |
| YTD | -49.9% | +57.5% | -107.4% | -52.2% |
| 1Y | -55.4% | +75.7% | -131.1% | -58.0% |
| All | -10.3% | +20.0% | -30.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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