-2.8%
BSX vs VYM
+77.5%
-80.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -10.1% | -0.8% | -9.3% | -9.5% |
| 30D | -16.4% | -2.2% | -14.2% | -14.9% |
| 3M | -8.9% | +3.1% | -12.0% | -10.9% |
| 6M | -38.3% | +9.7% | -48.0% | -42.5% |
| YTD | -54.9% | +14.9% | -69.8% | -59.7% |
| 1Y | -58.8% | +17.6% | -76.4% | -63.9% |
| 3Y | -21.2% | +65.3% | -86.5% | -48.7% |
| All | -2.8% | +77.5% | -80.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling