-14.6%
BSX vs VLTO
+56.1%
-70.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.6% |
| 7D | -0.7% | +2.0% | -2.7% | -1.5% |
| 30D | +3.0% | +21.8% | -18.8% | -4.7% |
| 3M | -10.7% | +20.2% | -30.9% | -17.0% |
| 6M | -18.4% | +36.3% | -54.7% | -27.7% |
| YTD | -53.8% | +18.8% | -72.7% | -57.1% |
| 1Y | -56.0% | +20.4% | -76.4% | -59.3% |
| 3Y | -14.4% | +71.9% | -86.3% | -24.9% |
| All | -14.6% | +56.1% | -70.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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