+81.0%
BSX vs VMC
+156.6%
-75.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | -10.1% | -3.8% | -6.3% | -9.0% |
| 30D | -16.4% | -9.7% | -6.7% | -13.7% |
| 3M | -8.9% | -9.6% | +0.7% | -6.2% |
| 6M | -38.3% | -4.8% | -33.4% | -37.8% |
| YTD | -54.9% | -10.9% | -44.0% | -53.9% |
| 1Y | -58.8% | -15.6% | -43.2% | -57.2% |
| 3Y | -21.2% | +19.3% | -40.5% | -28.7% |
| 5Y | -3.3% | +48.0% | -51.3% | -20.2% |
| All | +81.0% | +156.6% | -75.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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