+101.6%
BSX vs VST
+1,219.3%
-1,117.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.3% | -4.3% | +1.7% |
| 7D | -0.7% | -0.5% | -0.2% | -1.1% |
| 30D | +3.0% | -17.1% | +20.1% | +5.7% |
| 3M | -10.7% | -4.6% | -6.1% | -11.1% |
| 6M | -18.4% | -9.1% | -9.3% | -18.6% |
| YTD | -53.8% | -16.6% | -37.2% | -53.5% |
| 1Y | -56.0% | -29.5% | -26.5% | -54.4% |
| 3Y | -14.4% | +297.5% | -311.9% | -48.9% |
| 5Y | +2.9% | +654.5% | -651.7% | -50.7% |
| 10Y | +101.6% | +1,205.2% | -1,103.7% | -13.7% |
| All | +101.6% | +1,219.3% | -1,117.8% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling