+2,080.1%
LLY vs BSX
+106.5%
+1,973.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.7% | +3.7% | +3.0% | +5.7% |
| 30D | +19.6% | +3.1% | +16.5% | +18.4% |
| 3M | +19.7% | -14.2% | +33.9% | +24.4% |
| 6M | +42.7% | -16.4% | +59.2% | +48.3% |
| YTD | +35.1% | -53.5% | +88.6% | +63.7% |
| 1Y | +42.2% | -57.8% | +99.9% | +77.8% |
| 3Y | +140.8% | -17.4% | +158.2% | +142.0% |
| 5Y | +480.6% | +5.4% | +475.2% | +432.5% |
| All | +2,080.1% | +106.5% | +1,973.6% | +1,434.2% |
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