+109.9%
BSX vs VT
+224.4%
-114.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | -0.1% |
| 7D | -1.5% | -0.7% | -0.8% | -0.9% |
| 30D | +2.9% | -1.7% | +4.7% | +4.4% |
| 3M | -11.8% | -2.3% | -9.5% | -10.1% |
| 6M | -15.4% | +1.5% | -17.0% | -17.2% |
| YTD | -52.7% | +12.0% | -64.7% | -58.0% |
| 1Y | -56.0% | +12.9% | -68.8% | -61.2% |
| 3Y | -12.5% | +74.9% | -87.4% | -50.0% |
| 5Y | +7.6% | +59.9% | -52.4% | -33.1% |
| 10Y | +109.9% | +224.6% | -114.7% | -35.6% |
| All | +109.9% | +224.4% | -114.4% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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