+62.8%
VZ vs BSX
+84.4%
-21.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.2% |
| 7D | -1.2% | -8.2% | +7.0% | +0.2% |
| 30D | +5.7% | -15.8% | +21.5% | +8.7% |
| 3M | +8.2% | -10.8% | +19.1% | +10.1% |
| 6M | +1.7% | -38.4% | +40.1% | +9.7% |
| YTD | +28.9% | -54.8% | +83.6% | +46.3% |
| 1Y | +22.7% | -59.0% | +81.8% | +42.0% |
| 3Y | +82.7% | -20.0% | +102.7% | +81.6% |
| 5Y | +26.4% | -3.1% | +29.5% | +19.5% |
| All | +62.8% | +84.4% | -21.6% | +36.0% |
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