+78.0%
V vs BSX
-17.1%
+95.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | +3.7% | -2.8% | +0.1% |
| 30D | +9.0% | +3.1% | +5.9% | +8.2% |
| 3M | +16.7% | -14.2% | +30.9% | +20.0% |
| 6M | +33.4% | -16.4% | +49.8% | +36.9% |
| YTD | +22.4% | -53.5% | +75.9% | +45.2% |
| 1Y | +27.7% | -57.8% | +85.4% | +57.7% |
| 3Y | +78.0% | -17.4% | +95.4% | +76.8% |
| All | +78.0% | -17.1% | +95.1% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling