+485.8%
BSX vs VCIT
+98.3%
+387.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | -0.3% | +2.4% | +2.2% |
| 30D | +0.1% | -0.8% | +0.9% | +0.4% |
| 3M | -2.1% | -1.0% | -1.1% | -1.8% |
| 6M | -33.8% | -1.8% | -32.0% | -33.3% |
| YTD | -49.9% | -0.7% | -49.2% | -49.7% |
| 1Y | -55.4% | +1.0% | -56.4% | -55.6% |
| 3Y | -10.9% | +18.8% | -29.7% | -16.1% |
| 5Y | +6.4% | +3.5% | +2.9% | +2.1% |
| 10Y | +97.0% | +29.2% | +67.8% | +94.1% |
| All | +485.8% | +98.3% | +387.5% | +663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling