-12.7%
BSX vs VLTO
+26.2%
-38.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | -6.4% | -1.6% | -4.9% | -5.9% |
| 30D | -8.8% | -2.9% | -5.9% | -7.8% |
| 3M | -7.6% | +12.7% | -20.3% | -11.8% |
| 6M | -37.0% | +1.6% | -38.5% | -37.5% |
| YTD | -52.8% | -4.0% | -48.9% | -52.3% |
| 1Y | -58.4% | -10.2% | -48.2% | -57.2% |
| All | -12.7% | +26.2% | -38.9% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling