+42.2%
LLY vs BSX
-57.1%
+99.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.3% |
| 7D | +6.7% | +3.7% | +3.0% | +6.7% |
| 30D | +19.6% | +3.1% | +16.5% | +19.6% |
| 3M | +19.7% | -14.2% | +33.9% | +18.9% |
| 6M | +42.7% | -16.4% | +59.2% | +40.5% |
| YTD | +35.1% | -53.5% | +88.6% | +18.1% |
| 1Y | +42.2% | -57.8% | +99.9% | +29.6% |
| All | +42.2% | -57.1% | +99.3% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling