+109.9%
BSX vs VCIT
+30.9%
+79.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | +2.9% | +1.5% | +1.5% | +1.9% |
| 3M | -11.8% | -1.0% | -10.9% | -11.2% |
| 6M | -15.4% | -1.7% | -13.8% | -14.4% |
| YTD | -52.7% | -1.4% | -51.3% | -52.2% |
| 1Y | -56.0% | -0.9% | -55.0% | -55.7% |
| 3Y | -12.5% | +19.8% | -32.3% | -22.7% |
| 5Y | +7.6% | +4.6% | +2.9% | +3.1% |
| 10Y | +109.9% | +31.5% | +78.4% | +97.4% |
| All | +109.9% | +30.9% | +79.0% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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