-55.9%
BSX vs VG
-38.0%
-17.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -6.0% |
| 7D | -6.4% | -2.5% | -3.9% | -6.3% |
| 30D | -8.8% | +11.1% | -19.9% | -9.4% |
| 3M | -7.6% | +14.9% | -22.5% | -8.7% |
| 6M | -37.0% | +18.4% | -55.3% | -38.0% |
| YTD | -52.8% | +116.6% | -169.4% | -55.6% |
| 1Y | -58.4% | +9.4% | -67.8% | -58.9% |
| All | -55.9% | -38.0% | -17.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling