+69.5%
BSX vs LYV
+1,446.8%
-1,377.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -10.1% | -1.9% | -8.2% | -9.6% |
| 30D | -16.4% | -8.2% | -8.2% | -14.6% |
| 3M | -8.9% | -1.3% | -7.6% | -8.7% |
| 6M | -38.3% | +2.6% | -40.9% | -39.0% |
| YTD | -54.9% | +19.4% | -74.3% | -57.3% |
| 1Y | -58.8% | -2.2% | -56.6% | -59.1% |
| 3Y | -21.2% | +106.0% | -127.3% | -36.1% |
| 5Y | -3.3% | +97.7% | -101.0% | -23.5% |
| 10Y | +82.8% | +560.5% | -477.7% | +1.3% |
| All | +69.5% | +1,446.8% | -1,377.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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