+1,560.7%
LLY vs BSX
+84.4%
+1,476.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.0% |
| 7D | -3.2% | -8.2% | +5.0% | -1.0% |
| 30D | -7.4% | -15.8% | +8.4% | -3.2% |
| 3M | -1.0% | -10.8% | +9.8% | +1.7% |
| 6M | +12.5% | -38.4% | +50.9% | +27.0% |
| YTD | +5.0% | -54.8% | +59.8% | +28.3% |
| 1Y | +49.8% | -59.0% | +108.8% | +88.8% |
| 3Y | +95.5% | -20.0% | +115.5% | +98.3% |
| 5Y | +390.7% | -3.1% | +393.7% | +362.4% |
| All | +1,560.7% | +84.4% | +1,476.3% | +1,167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling