+81.0%
BSX vs VRSK
+126.1%
-45.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -10.1% | -5.2% | -4.9% | -7.9% |
| 30D | -16.4% | -2.3% | -14.1% | -15.7% |
| 3M | -8.9% | -2.9% | -6.0% | -8.4% |
| 6M | -38.3% | -12.8% | -25.5% | -35.3% |
| YTD | -54.9% | -20.8% | -34.1% | -50.8% |
| 1Y | -58.8% | -33.2% | -25.6% | -51.3% |
| 3Y | -21.2% | -26.6% | +5.4% | -13.6% |
| 5Y | -3.3% | -11.3% | +8.0% | -7.0% |
| All | +81.0% | +126.1% | -45.1% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling