+262.4%
BSX vs VTR
+1,484.0%
-1,221.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -7.0% | -2.9% | -4.1% | -6.5% |
| 30D | -10.9% | -2.8% | -8.1% | -10.4% |
| 3M | -8.2% | +9.0% | -17.2% | -10.1% |
| 6M | -37.5% | +5.0% | -42.4% | -38.4% |
| YTD | -52.8% | +16.9% | -69.8% | -54.7% |
| 1Y | -58.4% | +34.3% | -92.7% | -61.3% |
| 3Y | -16.5% | +131.6% | -148.1% | -31.7% |
| 5Y | -1.0% | +88.0% | -89.0% | -16.2% |
| 10Y | +91.2% | +97.8% | -6.5% | +50.0% |
| All | +262.4% | +1,484.0% | -1,221.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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