-21.2%
BSX vs LYB
-23.1%
+1.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.3% |
| 7D | -10.1% | +0.3% | -10.4% | -10.1% |
| 30D | -16.4% | +2.5% | -18.9% | -16.5% |
| 3M | -8.9% | +1.4% | -10.3% | -9.1% |
| 6M | -38.3% | -3.5% | -34.8% | -38.6% |
| YTD | -54.9% | +52.0% | -106.9% | -57.3% |
| 1Y | -58.8% | +22.1% | -80.9% | -59.8% |
| 3Y | -21.2% | -22.8% | +1.5% | -23.9% |
| All | -21.2% | -23.1% | +1.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling