-21.2%
BSX vs XBI
+99.0%
-120.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.1% | -4.6% | -5.4% | -9.2% |
| 30D | -16.4% | -2.0% | -14.4% | -16.0% |
| 3M | -8.9% | +17.8% | -26.7% | -11.9% |
| 6M | -38.3% | +23.7% | -62.0% | -41.1% |
| YTD | -54.9% | +28.2% | -83.2% | -57.3% |
| 1Y | -58.8% | +64.0% | -122.8% | -63.2% |
| 3Y | -21.2% | +99.4% | -120.6% | -36.8% |
| All | -21.2% | +99.0% | -120.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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