+2,397.0%
VRT vs BSX
+29.5%
+2,367.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -3.7% |
| 7D | -7.7% | -8.2% | +0.5% | -4.2% |
| 30D | -12.0% | -15.8% | +3.9% | -5.3% |
| 3M | -11.7% | -10.8% | -0.8% | -8.4% |
| 6M | -8.1% | -38.4% | +30.3% | +13.3% |
| YTD | +53.2% | -54.8% | +108.0% | +120.2% |
| 1Y | +81.7% | -59.0% | +140.7% | +174.6% |
| 3Y | +535.3% | -20.0% | +555.3% | +568.6% |
| 5Y | +916.4% | -3.1% | +919.4% | +852.2% |
| All | +2,397.0% | +29.5% | +2,367.5% | +1,827.1% |
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