+361.6%
LRCX vs BSX
-20.5%
+382.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -3.1% | -10.1% | +7.0% | -0.9% |
| 30D | -8.6% | -16.4% | +7.9% | -5.1% |
| 3M | -17.7% | -8.9% | -8.8% | -16.3% |
| 6M | +36.4% | -38.3% | +74.6% | +60.4% |
| YTD | +74.5% | -54.9% | +129.5% | +137.3% |
| 1Y | +159.4% | -58.8% | +218.3% | +270.0% |
| 3Y | +361.6% | -21.2% | +382.8% | +438.4% |
| All | +361.6% | -20.5% | +382.1% | +438.4% |
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