-53.6%
BSX vs VRSK
-8.8%
-44.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.2% |
| 7D | +8.0% | +4.2% | +3.7% | +7.2% |
| 30D | +8.1% | +21.2% | -13.1% | +4.3% |
| 3M | -6.7% | +2.9% | -9.6% | -7.6% |
| 6M | -19.4% | +11.3% | -30.7% | -21.4% |
| YTD | -51.9% | -10.8% | -41.1% | -51.8% |
| 1Y | -53.6% | -9.2% | -44.5% | -53.5% |
| All | -53.6% | -8.8% | -44.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling