+90.8%
BSX vs VST
+1,022.7%
-931.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +1.9% |
| 7D | +2.8% | -6.0% | +8.8% | +3.4% |
| 30D | +4.6% | -18.8% | +23.4% | +7.7% |
| 3M | -11.4% | -8.0% | -3.4% | -11.2% |
| 6M | -17.1% | -10.9% | -6.2% | -17.1% |
| YTD | -53.1% | -18.3% | -34.8% | -52.7% |
| 1Y | -55.7% | -29.9% | -25.8% | -54.0% |
| 3Y | -13.3% | +290.3% | -303.6% | -48.0% |
| 5Y | +5.3% | +635.3% | -630.0% | -49.0% |
| 10Y | +104.3% | +1,162.4% | -1,058.1% | -12.6% |
| All | +90.8% | +1,022.7% | -931.9% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling