+103.8%
BSX vs VIG
+617.8%
-514.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.0% |
| 7D | -6.4% | -0.4% | -6.0% | -6.0% |
| 30D | -8.8% | -2.1% | -6.7% | -6.6% |
| 3M | -7.6% | +3.3% | -11.0% | -10.9% |
| 6M | -37.0% | +9.3% | -46.2% | -42.9% |
| YTD | -52.8% | +10.1% | -63.0% | -57.8% |
| 1Y | -58.4% | +14.7% | -73.1% | -64.5% |
| 3Y | -16.5% | +56.9% | -73.4% | -50.4% |
| 5Y | -1.2% | +62.9% | -64.1% | -44.2% |
| 10Y | +83.7% | +241.3% | -157.6% | -55.8% |
| All | +103.8% | +617.8% | -514.0% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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