+297.9%
BSX vs VIVK
-100.0%
+397.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | 0.0% |
| 7D | -7.0% | -7.9% | +0.8% | -7.0% |
| 30D | -10.9% | -42.0% | +31.1% | -10.9% |
| 3M | -8.2% | -92.5% | +84.3% | -8.2% |
| 6M | -37.5% | -98.0% | +60.5% | -37.5% |
| YTD | -52.8% | -97.9% | +45.1% | -52.8% |
| 1Y | -58.4% | -100.0% | +41.6% | -58.4% |
| 3Y | -16.5% | -100.0% | +83.4% | -16.5% |
| 5Y | -1.0% | -100.0% | +99.0% | -0.9% |
| 10Y | +91.2% | -100.0% | +191.2% | +92.4% |
| All | +297.9% | -100.0% | +397.9% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling