+1,016.5%
BSX vs VFC
+509.9%
+506.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.2% |
| 7D | +2.0% | -1.6% | +3.7% | +2.4% |
| 30D | +0.1% | -11.6% | +11.8% | +3.2% |
| 3M | -2.1% | -18.1% | +16.0% | +1.9% |
| 6M | -33.8% | -27.4% | -6.5% | -29.5% |
| YTD | -49.9% | -24.8% | -25.0% | -47.4% |
| 1Y | -55.4% | -8.2% | -47.2% | -56.2% |
| 3Y | -10.9% | -29.1% | +18.3% | -18.5% |
| 5Y | +6.4% | -79.2% | +85.6% | +41.0% |
| 10Y | +97.0% | -68.1% | +165.1% | +112.9% |
| All | +1,016.5% | +509.9% | +506.6% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling