+7.3%
BSX vs VMC
+42.8%
-35.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +3.7% | -1.3% | +5.0% | +4.1% |
| 30D | +3.1% | +15.5% | -12.3% | -0.9% |
| 3M | -14.2% | +0.6% | -14.8% | -14.4% |
| 6M | -16.4% | +2.1% | -18.5% | -17.3% |
| YTD | -53.5% | -1.6% | -51.9% | -54.0% |
| 1Y | -57.8% | -1.2% | -56.6% | -58.3% |
| 3Y | -17.4% | +35.3% | -52.8% | -29.5% |
| All | +7.3% | +42.8% | -35.6% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling