-58.8%
BSX vs LVS
-19.9%
-38.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -10.1% | -3.5% | -6.6% | -10.0% |
| 30D | -16.4% | -6.2% | -10.2% | -16.3% |
| 3M | -8.9% | -14.8% | +5.9% | -9.2% |
| 6M | -38.3% | -20.9% | -17.4% | -38.5% |
| YTD | -54.9% | -33.0% | -21.9% | -54.9% |
| 1Y | -58.8% | -20.0% | -38.8% | -59.0% |
| All | -58.8% | -19.9% | -38.9% | -59.0% |
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