-17.6%
BSX vs VFC
-27.2%
+9.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -7.0% | -2.3% | -4.7% | -6.9% |
| 30D | -10.9% | -13.4% | +2.5% | -10.2% |
| 3M | -8.2% | -23.7% | +15.5% | -7.1% |
| 6M | -37.5% | -24.5% | -13.0% | -36.8% |
| YTD | -52.8% | -27.8% | -25.0% | -52.3% |
| 1Y | -58.4% | -13.5% | -45.0% | -58.4% |
| All | -17.6% | -27.2% | +9.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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