+81.0%
BSX vs VIVK
-100.0%
+181.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.2% |
| 7D | -10.1% | -4.4% | -5.7% | -10.1% |
| 30D | -16.4% | -40.8% | +24.4% | -16.1% |
| 3M | -8.9% | -94.1% | +85.3% | -7.2% |
| 6M | -38.3% | -98.2% | +59.9% | -36.9% |
| YTD | -54.9% | -98.0% | +43.1% | -54.2% |
| 1Y | -58.8% | -100.0% | +41.2% | -56.9% |
| 3Y | -21.2% | -100.0% | +78.8% | -18.0% |
| 5Y | -3.3% | -100.0% | +96.7% | +0.6% |
| All | +81.0% | -100.0% | +181.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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