+212.9%
BSX vs VSAT
+1,536.8%
-1,323.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.2% | -9.1% | -6.2% |
| 7D | -6.4% | +17.3% | -23.8% | -8.0% |
| 30D | -8.8% | -3.3% | -5.5% | -8.6% |
| 3M | -7.6% | +18.7% | -26.4% | -10.4% |
| 6M | -37.0% | +77.6% | -114.5% | -42.0% |
| YTD | -52.8% | +125.6% | -178.5% | -58.0% |
| 1Y | -58.4% | +158.3% | -216.7% | -63.8% |
| 3Y | -16.5% | +226.1% | -242.6% | -35.3% |
| 5Y | -1.2% | +54.7% | -55.8% | -19.6% |
| 10Y | +83.7% | +3.5% | +80.2% | +51.1% |
| All | +212.9% | +1,536.8% | -1,323.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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