-2.5%
BSX vs LVS
+8.0%
-10.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.9% |
| 7D | -8.2% | -4.3% | -3.9% | -7.6% |
| 30D | -15.8% | -6.8% | -9.0% | -15.0% |
| 3M | -10.8% | -15.6% | +4.8% | -8.8% |
| 6M | -38.4% | -20.6% | -17.8% | -36.7% |
| YTD | -54.8% | -33.4% | -21.4% | -52.5% |
| 1Y | -59.0% | -20.1% | -38.9% | -58.2% |
| 3Y | -20.0% | -7.4% | -12.6% | -22.0% |
| All | -2.5% | +8.0% | -10.5% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling