+104.3%
BSX vs VT
+217.6%
-113.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | +4.6% | -3.1% | +7.7% | +7.4% |
| 3M | -11.4% | -3.5% | -7.9% | -8.7% |
| 6M | -17.1% | +0.5% | -17.6% | -18.1% |
| YTD | -53.1% | +10.8% | -63.9% | -58.0% |
| 1Y | -55.7% | +11.9% | -67.6% | -60.7% |
| 3Y | -13.3% | +73.0% | -86.3% | -50.0% |
| 5Y | +5.3% | +58.6% | -53.3% | -34.1% |
| 10Y | +104.3% | +219.2% | -114.9% | -37.6% |
| All | +104.3% | +217.6% | -113.3% | -37.6% |
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