+113.3%
BSX vs OVV
+58.9%
+54.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +3.7% | +8.0% | -4.3% | +2.7% |
| 30D | +3.1% | -2.0% | +5.2% | +3.2% |
| 3M | -14.2% | +5.4% | -19.6% | -15.1% |
| 6M | -16.4% | +14.3% | -30.7% | -18.3% |
| YTD | -53.5% | +69.4% | -122.9% | -57.0% |
| 1Y | -57.8% | +72.4% | -130.1% | -61.1% |
| 3Y | -17.4% | +58.4% | -75.8% | -24.4% |
| 5Y | +5.4% | +106.1% | -100.7% | -10.4% |
| All | +113.3% | +58.9% | +54.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling