+288.3%
BSX vs VT
+374.2%
-85.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | +0.1% | +1.0% | -0.8% | -0.8% |
| 3M | -2.1% | +2.4% | -4.5% | -4.8% |
| 6M | -33.8% | +12.0% | -45.8% | -41.0% |
| YTD | -49.9% | +15.3% | -65.2% | -56.7% |
| 1Y | -55.4% | +22.6% | -78.0% | -63.7% |
| 3Y | -10.9% | +74.7% | -85.5% | -48.7% |
| 5Y | +6.4% | +66.1% | -59.7% | -36.4% |
| 10Y | +97.0% | +225.0% | -128.0% | -37.5% |
| All | +288.3% | +374.2% | -85.9% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling