+390.2%
LLY vs BSX
-1.2%
+391.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -3.1% | -7.0% | +4.0% | -1.6% |
| 30D | -8.6% | -10.9% | +2.3% | -6.4% |
| 3M | -1.6% | -8.2% | +6.5% | -0.1% |
| 6M | +11.8% | -37.5% | +49.3% | +23.2% |
| YTD | +5.1% | -52.8% | +58.0% | +23.6% |
| 1Y | +50.7% | -58.4% | +109.1% | +85.5% |
| 3Y | +95.7% | -16.5% | +112.2% | +91.8% |
| 5Y | +390.2% | -1.0% | +391.2% | +353.0% |
| All | +390.2% | -1.2% | +391.4% | +353.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling