-55.4%
BSX vs LVS
-18.2%
-37.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.0% | -1.5% | +3.5% | +2.1% |
| 30D | +0.1% | -3.2% | +3.4% | +0.2% |
| 3M | -2.1% | -12.0% | +9.8% | -2.6% |
| 6M | -33.8% | -19.9% | -13.9% | -34.1% |
| YTD | -49.9% | -30.6% | -19.2% | -49.9% |
| 1Y | -55.4% | -17.7% | -37.7% | -55.9% |
| All | -55.4% | -18.2% | -37.3% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling