+164.4%
BSX vs VYM
+484.2%
-319.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.6% |
| 7D | -8.2% | -1.9% | -6.3% | -6.5% |
| 30D | -15.8% | -2.6% | -13.2% | -13.6% |
| 3M | -10.8% | +3.6% | -14.4% | -13.8% |
| 6M | -38.4% | +8.7% | -47.1% | -43.2% |
| YTD | -54.8% | +14.1% | -68.9% | -60.4% |
| 1Y | -59.0% | +17.8% | -76.9% | -65.3% |
| 3Y | -20.0% | +64.5% | -84.5% | -51.7% |
| 5Y | -3.1% | +77.5% | -80.6% | -46.0% |
| 10Y | +83.3% | +206.1% | -122.8% | -40.5% |
| All | +164.4% | +484.2% | -319.7% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling