+451.2%
BSX vs VCLT
+103.3%
+347.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -6.4% | +0.3% | -6.8% | -6.5% |
| 30D | -8.8% | -0.6% | -8.2% | -8.7% |
| 3M | -7.6% | -2.2% | -5.4% | -7.4% |
| 6M | -37.0% | -2.9% | -34.1% | -36.7% |
| YTD | -52.8% | -2.1% | -50.8% | -52.7% |
| 1Y | -58.4% | -2.6% | -55.8% | -58.3% |
| 3Y | -16.5% | +12.5% | -29.0% | -17.8% |
| 5Y | -1.2% | -15.3% | +14.1% | -1.9% |
| 10Y | +83.7% | +16.6% | +67.1% | +92.2% |
| All | +451.2% | +103.3% | +347.9% | +641.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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