+3.2%
BSX vs VSXY
+37.7%
-34.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -7.0% | -10.7% | +3.7% | -6.6% |
| 30D | -10.9% | -24.3% | +13.4% | -9.9% |
| 3M | -8.2% | +1.0% | -9.2% | -8.4% |
| 6M | -37.5% | +57.4% | -94.8% | -39.4% |
| YTD | -52.8% | +39.8% | -92.6% | -54.1% |
| 1Y | -58.4% | +196.5% | -254.9% | -61.6% |
| 3Y | -16.5% | +357.2% | -373.8% | -28.3% |
| 5Y | -1.0% | +18.9% | -19.9% | -7.9% |
| All | +3.2% | +37.7% | -34.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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