+17.2%
BSX vs VO
+827.2%
-810.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | +0.1% | -0.3% | +0.5% | +0.4% |
| 3M | -2.1% | +2.9% | -5.1% | -4.7% |
| 6M | -33.8% | +9.3% | -43.2% | -38.9% |
| YTD | -49.9% | +14.2% | -64.1% | -55.6% |
| 1Y | -55.4% | +15.3% | -70.7% | -61.0% |
| 3Y | -10.9% | +56.2% | -67.1% | -40.9% |
| 5Y | +6.4% | +42.4% | -36.0% | -24.7% |
| 10Y | +97.0% | +194.7% | -97.7% | -27.2% |
| All | +17.2% | +827.2% | -810.0% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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