+379.1%
V vs BSX
+83.9%
+295.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.2% | -10.1% | +8.9% | +3.5% |
| 30D | +3.1% | -16.4% | +19.5% | +11.3% |
| 3M | +16.3% | -8.9% | +25.2% | +20.3% |
| 6M | +20.4% | -38.3% | +58.6% | +47.1% |
| YTD | +6.3% | -54.9% | +61.2% | +49.7% |
| 1Y | +8.7% | -58.8% | +67.5% | +60.0% |
| 3Y | +53.3% | -21.2% | +74.5% | +55.5% |
| 5Y | +71.1% | -3.3% | +74.4% | +51.7% |
| All | +379.1% | +83.9% | +295.2% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded BSX 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling