+16,663.9%
LLY vs BSX
+1,024.7%
+15,639.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.3% |
| 7D | -2.1% | +2.0% | -4.2% | -2.6% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +2.3% | -2.1% | +4.4% | +2.5% |
| 6M | +14.9% | -33.8% | +48.7% | +24.1% |
| YTD | +7.5% | -49.9% | +57.3% | +22.0% |
| 1Y | +55.7% | -55.4% | +111.1% | +81.1% |
| 3Y | +110.6% | -10.9% | +121.5% | +111.1% |
| 5Y | +363.4% | +6.4% | +357.0% | +344.2% |
| 10Y | +1,649.0% | +97.0% | +1,551.9% | +1,343.9% |
| All | +16,663.9% | +1,024.7% | +15,639.2% | +9,141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling