+81.5%
BSX vs VSH
+179.3%
-97.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -8.2% | +3.1% | -11.3% | -8.8% |
| 30D | -15.8% | -5.7% | -10.1% | -14.9% |
| 3M | -10.8% | -42.5% | +31.6% | -1.9% |
| 6M | -38.4% | +82.7% | -121.1% | -51.0% |
| YTD | -54.8% | +118.2% | -173.0% | -66.0% |
| 1Y | -59.0% | +109.7% | -168.7% | -69.2% |
| 3Y | -20.0% | +35.3% | -55.3% | -34.7% |
| 5Y | -3.1% | +65.6% | -68.7% | -28.9% |
| All | +81.5% | +179.3% | -97.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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