+92.5%
LLY vs BSX
-20.3%
+112.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.6% |
| 7D | -3.2% | -8.2% | +5.0% | -1.8% |
| 30D | -7.4% | -15.8% | +8.4% | -4.8% |
| 3M | -1.0% | -10.8% | +9.8% | +0.7% |
| 6M | +12.5% | -38.4% | +50.9% | +21.3% |
| YTD | +5.0% | -54.8% | +59.8% | +20.7% |
| 1Y | +49.8% | -59.0% | +108.8% | +79.9% |
| All | +92.5% | -20.3% | +112.8% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling