-17.4%
BSX vs VST
+295.7%
-313.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +3.7% | +6.6% | -2.9% | +3.2% |
| 30D | +3.1% | -12.4% | +15.5% | +4.0% |
| 3M | -14.2% | -9.0% | -5.2% | -14.0% |
| 6M | -16.4% | -6.4% | -10.0% | -16.8% |
| YTD | -53.5% | -17.2% | -36.3% | -53.3% |
| 1Y | -57.8% | -22.0% | -35.7% | -57.4% |
| 3Y | -17.4% | +296.7% | -314.1% | -31.7% |
| All | -17.4% | +295.7% | -313.2% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling