+374.9%
V vs BSX
+84.4%
+290.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.8% |
| 7D | -3.0% | -8.2% | +5.2% | +0.6% |
| 30D | +1.2% | -15.8% | +17.0% | +8.9% |
| 3M | +13.9% | -10.8% | +24.8% | +19.0% |
| 6M | +17.2% | -38.4% | +55.6% | +43.4% |
| YTD | +5.3% | -54.8% | +60.1% | +48.2% |
| 1Y | +9.5% | -59.0% | +68.5% | +61.7% |
| 3Y | +51.9% | -20.0% | +71.9% | +52.8% |
| 5Y | +69.6% | -3.1% | +72.6% | +50.2% |
| All | +374.9% | +84.4% | +290.5% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling