+137.8%
LLY vs BSX
-17.4%
+155.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +4.6% | -1.0% | +5.6% | +4.7% |
| 30D | +22.4% | +2.1% | +20.3% | +21.8% |
| 3M | +17.1% | -14.0% | +31.2% | +19.9% |
| 6M | +44.6% | -18.3% | +62.9% | +48.4% |
| YTD | +33.5% | -53.6% | +87.1% | +53.4% |
| 1Y | +41.1% | -57.6% | +98.7% | +69.3% |
| All | +137.8% | -17.4% | +155.2% | +127.0% |
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