+1,016.5%
BSX vs VMC
+3,136.6%
-2,120.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +2.0% | -4.3% | +6.4% | +3.4% |
| 30D | +0.1% | -8.2% | +8.4% | +2.8% |
| 3M | -2.1% | -7.0% | +4.9% | -0.2% |
| 6M | -33.8% | -10.8% | -23.0% | -31.9% |
| YTD | -49.9% | -7.4% | -42.5% | -49.4% |
| 1Y | -55.4% | -9.5% | -46.0% | -54.8% |
| 3Y | -10.9% | +20.5% | -31.3% | -18.9% |
| 5Y | +6.4% | +51.6% | -45.2% | -11.2% |
| 10Y | +97.0% | +150.0% | -53.0% | +31.8% |
| All | +1,016.5% | +3,136.6% | -2,120.1% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling