+23.3%
BSX vs LVS
+67.7%
-44.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | -6.4% | +0.3% | -6.8% | -6.5% |
| 30D | -8.8% | -3.9% | -4.9% | -8.2% |
| 3M | -7.6% | -12.9% | +5.2% | -5.6% |
| 6M | -37.0% | -16.9% | -20.0% | -35.3% |
| YTD | -52.8% | -31.2% | -21.6% | -50.2% |
| 1Y | -58.4% | -16.4% | -42.0% | -57.7% |
| 3Y | -16.5% | -4.4% | -12.1% | -18.2% |
| 5Y | -1.2% | +6.7% | -7.8% | -8.0% |
| 10Y | +83.7% | +1.4% | +82.3% | +68.7% |
| All | +23.3% | +67.7% | -44.5% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling