+7.3%
BSX vs VFC
-68.3%
+75.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | 0.0% |
| 7D | +3.7% | +1.6% | +2.1% | +3.6% |
| 30D | +3.1% | +25.5% | -22.4% | +1.0% |
| 3M | -14.2% | +41.3% | -55.5% | -16.9% |
| 6M | -16.4% | +22.2% | -38.7% | -18.3% |
| YTD | -53.5% | +16.4% | -69.9% | -54.6% |
| 1Y | -57.8% | +38.4% | -96.2% | -59.4% |
| 3Y | -17.4% | +56.2% | -73.7% | -25.8% |
| All | +7.3% | -68.3% | +75.6% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling