-55.4%
BSX vs VST
-20.6%
-34.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.6% |
| 7D | +2.0% | +8.9% | -6.9% | +1.6% |
| 30D | +0.1% | +6.2% | -6.1% | -0.1% |
| 3M | -2.1% | -2.7% | +0.6% | -2.4% |
| 6M | -33.8% | -8.4% | -25.5% | -33.8% |
| YTD | -49.9% | -7.2% | -42.7% | -49.9% |
| 1Y | -55.4% | -20.9% | -34.6% | -55.8% |
| All | -55.4% | -20.6% | -34.9% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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