-13.3%
BSX vs VLTO
+56.3%
-69.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.8% | +1.6% | +1.1% | +2.1% |
| 30D | +4.6% | +22.0% | -17.3% | -3.3% |
| 3M | -11.4% | +21.9% | -33.3% | -18.1% |
| 6M | -17.1% | +36.5% | -53.6% | -26.6% |
| YTD | -53.1% | +19.0% | -72.1% | -56.5% |
| 1Y | -55.7% | +21.0% | -76.7% | -59.1% |
| 3Y | -13.3% | +69.9% | -83.2% | -23.9% |
| All | -13.3% | +56.3% | -69.6% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling