+14.2%
LQD vs BSX
-20.5%
+34.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -1.1% | -10.1% | +9.0% | -0.8% |
| 30D | -1.3% | -16.4% | +15.1% | -0.7% |
| 3M | -3.2% | -8.9% | +5.7% | -2.9% |
| 6M | -2.1% | -38.3% | +36.1% | -0.5% |
| YTD | -2.4% | -54.9% | +52.6% | +0.7% |
| 1Y | -2.7% | -58.8% | +56.1% | +0.9% |
| 3Y | +14.2% | -21.2% | +35.4% | +12.2% |
| All | +14.2% | -20.5% | +34.7% | +12.2% |
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