+221.7%
BSX vs LULU
+691.8%
-470.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.7% |
| 7D | -10.1% | -1.6% | -8.5% | -9.8% |
| 30D | -16.4% | -18.1% | +1.7% | -13.6% |
| 3M | -8.9% | -18.8% | +9.9% | -5.8% |
| 6M | -38.3% | -39.2% | +0.9% | -33.0% |
| YTD | -54.9% | -52.4% | -2.5% | -49.0% |
| 1Y | -58.8% | -40.3% | -18.5% | -55.6% |
| 3Y | -21.2% | -75.1% | +53.9% | -2.9% |
| 5Y | -3.3% | -76.7% | +73.4% | +17.5% |
| 10Y | +82.8% | +52.7% | +30.1% | +45.7% |
| All | +221.7% | +691.8% | -470.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 all: compounded portfolio wealth divided by compounded LULU 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…
all analysis · Full analysis span regression · 6 months rolling