+99.4%
BSX vs XBI
+905.2%
-805.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.4% |
| 7D | -8.2% | -4.6% | -3.6% | -6.2% |
| 30D | -15.8% | -0.8% | -15.0% | -15.5% |
| 3M | -10.8% | +21.8% | -32.7% | -18.9% |
| 6M | -38.4% | +23.2% | -61.6% | -44.6% |
| YTD | -54.8% | +28.7% | -83.5% | -60.3% |
| 1Y | -59.0% | +67.8% | -126.8% | -68.2% |
| 3Y | -20.0% | +100.6% | -120.6% | -45.0% |
| 5Y | -3.1% | +19.8% | -22.9% | -19.0% |
| 10Y | +83.3% | +159.7% | -76.4% | -10.0% |
| All | +99.4% | +905.2% | -805.8% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling